LAPACK  3.10.0
LAPACK: Linear Algebra PACKage
slaev2.f
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1 *> \brief \b SLAEV2 computes the eigenvalues and eigenvectors of a 2-by-2 symmetric/Hermitian matrix.
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 *> \htmlonly
9 *> Download SLAEV2 + dependencies
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11 *> [TGZ]</a>
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13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slaev2.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE SLAEV2( A, B, C, RT1, RT2, CS1, SN1 )
22 *
23 * .. Scalar Arguments ..
24 * REAL A, B, C, CS1, RT1, RT2, SN1
25 * ..
26 *
27 *
28 *> \par Purpose:
29 * =============
30 *>
31 *> \verbatim
32 *>
33 *> SLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix
34 *> [ A B ]
35 *> [ B C ].
36 *> On return, RT1 is the eigenvalue of larger absolute value, RT2 is the
37 *> eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right
38 *> eigenvector for RT1, giving the decomposition
39 *>
40 *> [ CS1 SN1 ] [ A B ] [ CS1 -SN1 ] = [ RT1 0 ]
41 *> [-SN1 CS1 ] [ B C ] [ SN1 CS1 ] [ 0 RT2 ].
42 *> \endverbatim
43 *
44 * Arguments:
45 * ==========
46 *
47 *> \param[in] A
48 *> \verbatim
49 *> A is REAL
50 *> The (1,1) element of the 2-by-2 matrix.
51 *> \endverbatim
52 *>
53 *> \param[in] B
54 *> \verbatim
55 *> B is REAL
56 *> The (1,2) element and the conjugate of the (2,1) element of
57 *> the 2-by-2 matrix.
58 *> \endverbatim
59 *>
60 *> \param[in] C
61 *> \verbatim
62 *> C is REAL
63 *> The (2,2) element of the 2-by-2 matrix.
64 *> \endverbatim
65 *>
66 *> \param[out] RT1
67 *> \verbatim
68 *> RT1 is REAL
69 *> The eigenvalue of larger absolute value.
70 *> \endverbatim
71 *>
72 *> \param[out] RT2
73 *> \verbatim
74 *> RT2 is REAL
75 *> The eigenvalue of smaller absolute value.
76 *> \endverbatim
77 *>
78 *> \param[out] CS1
79 *> \verbatim
80 *> CS1 is REAL
81 *> \endverbatim
82 *>
83 *> \param[out] SN1
84 *> \verbatim
85 *> SN1 is REAL
86 *> The vector (CS1, SN1) is a unit right eigenvector for RT1.
87 *> \endverbatim
88 *
89 * Authors:
90 * ========
91 *
92 *> \author Univ. of Tennessee
93 *> \author Univ. of California Berkeley
94 *> \author Univ. of Colorado Denver
95 *> \author NAG Ltd.
96 *
97 *> \ingroup OTHERauxiliary
98 *
99 *> \par Further Details:
100 * =====================
101 *>
102 *> \verbatim
103 *>
104 *> RT1 is accurate to a few ulps barring over/underflow.
105 *>
106 *> RT2 may be inaccurate if there is massive cancellation in the
107 *> determinant A*C-B*B; higher precision or correctly rounded or
108 *> correctly truncated arithmetic would be needed to compute RT2
109 *> accurately in all cases.
110 *>
111 *> CS1 and SN1 are accurate to a few ulps barring over/underflow.
112 *>
113 *> Overflow is possible only if RT1 is within a factor of 5 of overflow.
114 *> Underflow is harmless if the input data is 0 or exceeds
115 *> underflow_threshold / macheps.
116 *> \endverbatim
117 *>
118 * =====================================================================
119  SUBROUTINE slaev2( A, B, C, RT1, RT2, CS1, SN1 )
120 *
121 * -- LAPACK auxiliary routine --
122 * -- LAPACK is a software package provided by Univ. of Tennessee, --
123 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
124 *
125 * .. Scalar Arguments ..
126  REAL A, B, C, CS1, RT1, RT2, SN1
127 * ..
128 *
129 * =====================================================================
130 *
131 * .. Parameters ..
132  REAL ONE
133  parameter( one = 1.0e0 )
134  REAL TWO
135  parameter( two = 2.0e0 )
136  REAL ZERO
137  parameter( zero = 0.0e0 )
138  REAL HALF
139  parameter( half = 0.5e0 )
140 * ..
141 * .. Local Scalars ..
142  INTEGER SGN1, SGN2
143  REAL AB, ACMN, ACMX, ACS, ADF, CS, CT, DF, RT, SM,
144  $ TB, TN
145 * ..
146 * .. Intrinsic Functions ..
147  INTRINSIC abs, sqrt
148 * ..
149 * .. Executable Statements ..
150 *
151 * Compute the eigenvalues
152 *
153  sm = a + c
154  df = a - c
155  adf = abs( df )
156  tb = b + b
157  ab = abs( tb )
158  IF( abs( a ).GT.abs( c ) ) THEN
159  acmx = a
160  acmn = c
161  ELSE
162  acmx = c
163  acmn = a
164  END IF
165  IF( adf.GT.ab ) THEN
166  rt = adf*sqrt( one+( ab / adf )**2 )
167  ELSE IF( adf.LT.ab ) THEN
168  rt = ab*sqrt( one+( adf / ab )**2 )
169  ELSE
170 *
171 * Includes case AB=ADF=0
172 *
173  rt = ab*sqrt( two )
174  END IF
175  IF( sm.LT.zero ) THEN
176  rt1 = half*( sm-rt )
177  sgn1 = -1
178 *
179 * Order of execution important.
180 * To get fully accurate smaller eigenvalue,
181 * next line needs to be executed in higher precision.
182 *
183  rt2 = ( acmx / rt1 )*acmn - ( b / rt1 )*b
184  ELSE IF( sm.GT.zero ) THEN
185  rt1 = half*( sm+rt )
186  sgn1 = 1
187 *
188 * Order of execution important.
189 * To get fully accurate smaller eigenvalue,
190 * next line needs to be executed in higher precision.
191 *
192  rt2 = ( acmx / rt1 )*acmn - ( b / rt1 )*b
193  ELSE
194 *
195 * Includes case RT1 = RT2 = 0
196 *
197  rt1 = half*rt
198  rt2 = -half*rt
199  sgn1 = 1
200  END IF
201 *
202 * Compute the eigenvector
203 *
204  IF( df.GE.zero ) THEN
205  cs = df + rt
206  sgn2 = 1
207  ELSE
208  cs = df - rt
209  sgn2 = -1
210  END IF
211  acs = abs( cs )
212  IF( acs.GT.ab ) THEN
213  ct = -tb / cs
214  sn1 = one / sqrt( one+ct*ct )
215  cs1 = ct*sn1
216  ELSE
217  IF( ab.EQ.zero ) THEN
218  cs1 = one
219  sn1 = zero
220  ELSE
221  tn = -cs / tb
222  cs1 = one / sqrt( one+tn*tn )
223  sn1 = tn*cs1
224  END IF
225  END IF
226  IF( sgn1.EQ.sgn2 ) THEN
227  tn = cs1
228  cs1 = -sn1
229  sn1 = tn
230  END IF
231  RETURN
232 *
233 * End of SLAEV2
234 *
235  END
subroutine slaev2(A, B, C, RT1, RT2, CS1, SN1)
SLAEV2 computes the eigenvalues and eigenvectors of a 2-by-2 symmetric/Hermitian matrix.
Definition: slaev2.f:120