dlae2
C DLAE2 SOURCE BP208322 18/07/10 21:15:06 9872 *> \brief \b DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DLAE2 + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlae2.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlae2.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlae2.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DLAE2( A, B, C, RT1, RT2 ) * * .. Scalar Arguments .. * REAL*8 A, B, C, RT1, RT2 * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix *> [ A B ] *> [ B C ]. *> On return, RT1 is the eigenvalue of larger absolute value, and RT2 *> is the eigenvalue of smaller absolute value. *> \endverbatim * * Arguments: * ========== * *> \param[in] A *> \verbatim *> A is DOUBLE PRECISION *> The (1,1) element of the 2-by-2 matrix. *> \endverbatim *> *> \param[in] B *> \verbatim *> B is DOUBLE PRECISION *> The (1,2) and (2,1) elements of the 2-by-2 matrix. *> \endverbatim *> *> \param[in] C *> \verbatim *> C is DOUBLE PRECISION *> The (2,2) element of the 2-by-2 matrix. *> \endverbatim *> *> \param[out] RT1 *> \verbatim *> RT1 is DOUBLE PRECISION *> The eigenvalue of larger absolute value. *> \endverbatim *> *> \param[out] RT2 *> \verbatim *> RT2 is DOUBLE PRECISION *> The eigenvalue of smaller absolute value. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date December 2016 * *> \ingroup OTHERauxiliary * *> \par Further Details: * ===================== *> *> \verbatim *> *> RT1 is accurate to a few ulps barring over/underflow. *> *> RT2 may be inaccurate if there is massive cancellation in the *> determinant A*C-B*B; higher precision or correctly rounded or *> correctly truncated arithmetic would be needed to compute RT2 *> accurately in all cases. *> *> Overflow is possible only if RT1 is within a factor of 5 of overflow. *> Underflow is harmless if the input data is 0 or exceeds *> underflow_threshold / macheps. *> \endverbatim *> * ===================================================================== * * -- LAPACK auxiliary routine (version 3.7.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * December 2016 * * .. Scalar Arguments .. REAL*8 A, B, C, RT1, RT2 * .. * * ===================================================================== * * .. Parameters .. REAL*8 ONE PARAMETER ( ONE = 1.0D0 ) REAL*8 TWO PARAMETER ( TWO = 2.0D0 ) REAL*8 HALF PARAMETER ( HALF = 0.5D0 ) * .. * .. Local Scalars .. REAL*8 AB, ACMN, ACMX, ADF, DF, RT, SM, TB * .. ** .. Intrinsic Functions .. * INTRINSIC ABS, SQRT ** .. ** .. Executable Statements .. * * Compute the eigenvalues * SM = A + C DF = A - C ADF = ABS( DF ) TB = B + B AB = ABS( TB ) IF( ABS( A ).GT.ABS( C ) ) THEN ACMX = A ACMN = C ELSE ACMX = C ACMN = A END IF IF( ADF.GT.AB ) THEN RT = ADF*SQRT( ONE+( AB / ADF )**2 ) ELSE IF( ADF.LT.AB ) THEN RT = AB*SQRT( ONE+( ADF / AB )**2 ) ELSE * * Includes case AB=ADF=0 * RT = AB*SQRT( TWO ) END IF RT1 = HALF*( SM-RT ) * * Order of execution important. * To get fully accurate smaller eigenvalue, * next line needs to be executed in higher precision. * RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B RT1 = HALF*( SM+RT ) * * Order of execution important. * To get fully accurate smaller eigenvalue, * next line needs to be executed in higher precision. * RT2 = ( ACMX / RT1 )*ACMN - ( B / RT1 )*B ELSE * * Includes case RT1 = RT2 = 0 * RT1 = HALF*RT RT2 = -HALF*RT END IF RETURN * * End of DLAE2 * END
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