/* dlag2.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Subroutine */ int dlag2_(doublereal *a, integer *lda, doublereal *b, integer *ldb, doublereal *safmin, doublereal *scale1, doublereal * scale2, doublereal *wr1, doublereal *wr2, doublereal *wi) { /* System generated locals */ integer a_dim1, a_offset, b_dim1, b_offset; doublereal d__1, d__2, d__3, d__4, d__5, d__6; /* Builtin functions */ double sqrt(doublereal), d_sign(doublereal *, doublereal *); /* Local variables */ doublereal r__, c1, c2, c3, c4, c5, s1, s2, a11, a12, a21, a22, b11, b12, b22, pp, qq, ss, as11, as12, as22, sum, abi22, diff, bmin, wbig, wabs, wdet, binv11, binv22, discr, anorm, bnorm, bsize, shift, rtmin, rtmax, wsize, ascale, bscale, wscale, safmax, wsmall; /* -- LAPACK auxiliary routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* Purpose */ /* ======= */ /* DLAG2 computes the eigenvalues of a 2 x 2 generalized eigenvalue */ /* problem A - w B, with scaling as necessary to avoid over-/underflow. */ /* The scaling factor "s" results in a modified eigenvalue equation */ /* s A - w B */ /* where s is a non-negative scaling factor chosen so that w, w B, */ /* and s A do not overflow and, if possible, do not underflow, either. */ /* Arguments */ /* ========= */ /* A (input) DOUBLE PRECISION array, dimension (LDA, 2) */ /* On entry, the 2 x 2 matrix A. It is assumed that its 1-norm */ /* is less than 1/SAFMIN. Entries less than */ /* sqrt(SAFMIN)*norm(A) are subject to being treated as zero. */ /* LDA (input) INTEGER */ /* The leading dimension of the array A. LDA >= 2. */ /* B (input) DOUBLE PRECISION array, dimension (LDB, 2) */ /* On entry, the 2 x 2 upper triangular matrix B. It is */ /* assumed that the one-norm of B is less than 1/SAFMIN. The */ /* diagonals should be at least sqrt(SAFMIN) times the largest */ /* element of B (in absolute value); if a diagonal is smaller */ /* than that, then +/- sqrt(SAFMIN) will be used instead of */ /* that diagonal. */ /* LDB (input) INTEGER */ /* The leading dimension of the array B. LDB >= 2. */ /* SAFMIN (input) DOUBLE PRECISION */ /* The smallest positive number s.t. 1/SAFMIN does not */ /* overflow. (This should always be DLAMCH('S') -- it is an */ /* argument in order to avoid having to call DLAMCH frequently.) */ /* SCALE1 (output) DOUBLE PRECISION */ /* A scaling factor used to avoid over-/underflow in the */ /* eigenvalue equation which defines the first eigenvalue. If */ /* the eigenvalues are complex, then the eigenvalues are */ /* ( WR1 +/- WI i ) / SCALE1 (which may lie outside the */ /* exponent range of the machine), SCALE1=SCALE2, and SCALE1 */ /* will always be positive. If the eigenvalues are real, then */ /* the first (real) eigenvalue is WR1 / SCALE1 , but this may */ /* overflow or underflow, and in fact, SCALE1 may be zero or */ /* less than the underflow threshhold if the exact eigenvalue */ /* is sufficiently large. */ /* SCALE2 (output) DOUBLE PRECISION */ /* A scaling factor used to avoid over-/underflow in the */ /* eigenvalue equation which defines the second eigenvalue. If */ /* the eigenvalues are complex, then SCALE2=SCALE1. If the */ /* eigenvalues are real, then the second (real) eigenvalue is */ /* WR2 / SCALE2 , but this may overflow or underflow, and in */ /* fact, SCALE2 may be zero or less than the underflow */ /* threshhold if the exact eigenvalue is sufficiently large. */ /* WR1 (output) DOUBLE PRECISION */ /* If the eigenvalue is real, then WR1 is SCALE1 times the */ /* eigenvalue closest to the (2,2) element of A B**(-1). If the */ /* eigenvalue is complex, then WR1=WR2 is SCALE1 times the real */ /* part of the eigenvalues. */ /* WR2 (output) DOUBLE PRECISION */ /* If the eigenvalue is real, then WR2 is SCALE2 times the */ /* other eigenvalue. If the eigenvalue is complex, then */ /* WR1=WR2 is SCALE1 times the real part of the eigenvalues. */ /* WI (output) DOUBLE PRECISION */ /* If the eigenvalue is real, then WI is zero. If the */ /* eigenvalue is complex, then WI is SCALE1 times the imaginary */ /* part of the eigenvalues. WI will always be non-negative. */ /* ===================================================================== */ /* .. Parameters .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Parameter adjustments */ a_dim1 = *lda; a_offset = 1 + a_dim1; a -= a_offset; b_dim1 = *ldb; b_offset = 1 + b_dim1; b -= b_offset; /* Function Body */ rtmin = sqrt(*safmin); rtmax = 1. / rtmin; safmax = 1. / *safmin; /* Scale A */ /* Computing MAX */ d__5 = (d__1 = a[a_dim1 + 1], abs(d__1)) + (d__2 = a[a_dim1 + 2], abs( d__2)), d__6 = (d__3 = a[(a_dim1 << 1) + 1], abs(d__3)) + (d__4 = a[(a_dim1 << 1) + 2], abs(d__4)), d__5 = max(d__5,d__6); anorm = max(d__5,*safmin); ascale = 1. / anorm; a11 = ascale * a[a_dim1 + 1]; a21 = ascale * a[a_dim1 + 2]; a12 = ascale * a[(a_dim1 << 1) + 1]; a22 = ascale * a[(a_dim1 << 1) + 2]; /* Perturb B if necessary to insure non-singularity */ b11 = b[b_dim1 + 1]; b12 = b[(b_dim1 << 1) + 1]; b22 = b[(b_dim1 << 1) + 2]; /* Computing MAX */ d__1 = abs(b11), d__2 = abs(b12), d__1 = max(d__1,d__2), d__2 = abs(b22), d__1 = max(d__1,d__2); bmin = rtmin * max(d__1,rtmin); if (abs(b11) < bmin) { b11 = d_sign(&bmin, &b11); } if (abs(b22) < bmin) { b22 = d_sign(&bmin, &b22); } /* Scale B */ /* Computing MAX */ d__1 = abs(b11), d__2 = abs(b12) + abs(b22), d__1 = max(d__1,d__2); bnorm = max(d__1,*safmin); /* Computing MAX */ d__1 = abs(b11), d__2 = abs(b22); bsize = max(d__1,d__2); bscale = 1. / bsize; b11 *= bscale; b12 *= bscale; b22 *= bscale; /* Compute larger eigenvalue by method described by C. van Loan */ /* ( AS is A shifted by -SHIFT*B ) */ binv11 = 1. / b11; binv22 = 1. / b22; s1 = a11 * binv11; s2 = a22 * binv22; if (abs(s1) <= abs(s2)) { as12 = a12 - s1 * b12; as22 = a22 - s1 * b22; ss = a21 * (binv11 * binv22); abi22 = as22 * binv22 - ss * b12; pp = abi22 * .5; shift = s1; } else { as12 = a12 - s2 * b12; as11 = a11 - s2 * b11; ss = a21 * (binv11 * binv22); abi22 = -ss * b12; pp = (as11 * binv11 + abi22) * .5; shift = s2; } qq = ss * as12; if ((d__1 = pp * rtmin, abs(d__1)) >= 1.) { /* Computing 2nd power */ d__1 = rtmin * pp; discr = d__1 * d__1 + qq * *safmin; r__ = sqrt((abs(discr))) * rtmax; } else { /* Computing 2nd power */ d__1 = pp; if (d__1 * d__1 + abs(qq) <= *safmin) { /* Computing 2nd power */ d__1 = rtmax * pp; discr = d__1 * d__1 + qq * safmax; r__ = sqrt((abs(discr))) * rtmin; } else { /* Computing 2nd power */ d__1 = pp; discr = d__1 * d__1 + qq; r__ = sqrt((abs(discr))); } } /* Note: the test of R in the following IF is to cover the case when */ /* DISCR is small and negative and is flushed to zero during */ /* the calculation of R. On machines which have a consistent */ /* flush-to-zero threshhold and handle numbers above that */ /* threshhold correctly, it would not be necessary. */ if (discr >= 0. || r__ == 0.) { sum = pp + d_sign(&r__, &pp); diff = pp - d_sign(&r__, &pp); wbig = shift + sum; /* Compute smaller eigenvalue */ wsmall = shift + diff; /* Computing MAX */ d__1 = abs(wsmall); if (abs(wbig) * .5 > max(d__1,*safmin)) { wdet = (a11 * a22 - a12 * a21) * (binv11 * binv22); wsmall = wdet / wbig; } /* Choose (real) eigenvalue closest to 2,2 element of A*B**(-1) */ /* for WR1. */ if (pp > abi22) { *wr1 = min(wbig,wsmall); *wr2 = max(wbig,wsmall); } else { *wr1 = max(wbig,wsmall); *wr2 = min(wbig,wsmall); } *wi = 0.; } else { /* Complex eigenvalues */ *wr1 = shift + pp; *wr2 = *wr1; *wi = r__; } /* Further scaling to avoid underflow and overflow in computing */ /* SCALE1 and overflow in computing w*B. */ /* This scale factor (WSCALE) is bounded from above using C1 and C2, */ /* and from below using C3 and C4. */ /* C1 implements the condition s A must never overflow. */ /* C2 implements the condition w B must never overflow. */ /* C3, with C2, */ /* implement the condition that s A - w B must never overflow. */ /* C4 implements the condition s should not underflow. */ /* C5 implements the condition max(s,|w|) should be at least 2. */ c1 = bsize * (*safmin * max(1.,ascale)); c2 = *safmin * max(1.,bnorm); c3 = bsize * *safmin; if (ascale <= 1. && bsize <= 1.) { /* Computing MIN */ d__1 = 1., d__2 = ascale / *safmin * bsize; c4 = min(d__1,d__2); } else { c4 = 1.; } if (ascale <= 1. || bsize <= 1.) { /* Computing MIN */ d__1 = 1., d__2 = ascale * bsize; c5 = min(d__1,d__2); } else { c5 = 1.; } /* Scale first eigenvalue */ wabs = abs(*wr1) + abs(*wi); /* Computing MAX */ /* Computing MIN */ d__3 = c4, d__4 = max(wabs,c5) * .5; d__1 = max(*safmin,c1), d__2 = (wabs * c2 + c3) * 1.0000100000000001, d__1 = max(d__1,d__2), d__2 = min(d__3,d__4); wsize = max(d__1,d__2); if (wsize != 1.) { wscale = 1. / wsize; if (wsize > 1.) { *scale1 = max(ascale,bsize) * wscale * min(ascale,bsize); } else { *scale1 = min(ascale,bsize) * wscale * max(ascale,bsize); } *wr1 *= wscale; if (*wi != 0.) { *wi *= wscale; *wr2 = *wr1; *scale2 = *scale1; } } else { *scale1 = ascale * bsize; *scale2 = *scale1; } /* Scale second eigenvalue (if real) */ if (*wi == 0.) { /* Computing MAX */ /* Computing MIN */ /* Computing MAX */ d__5 = abs(*wr2); d__3 = c4, d__4 = max(d__5,c5) * .5; d__1 = max(*safmin,c1), d__2 = (abs(*wr2) * c2 + c3) * 1.0000100000000001, d__1 = max(d__1,d__2), d__2 = min(d__3, d__4); wsize = max(d__1,d__2); if (wsize != 1.) { wscale = 1. / wsize; if (wsize > 1.) { *scale2 = max(ascale,bsize) * wscale * min(ascale,bsize); } else { *scale2 = min(ascale,bsize) * wscale * max(ascale,bsize); } *wr2 *= wscale; } else { *scale2 = ascale * bsize; } } /* End of DLAG2 */ return 0; } /* dlag2_ */