LAPACK  3.10.0
LAPACK: Linear Algebra PACKage

◆ dlae2()

subroutine dlae2 ( double precision  A,
double precision  B,
double precision  C,
double precision  RT1,
double precision  RT2 
)

DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix.

Download DLAE2 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 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.
Parameters
[in]A
          A is DOUBLE PRECISION
          The (1,1) element of the 2-by-2 matrix.
[in]B
          B is DOUBLE PRECISION
          The (1,2) and (2,1) elements of the 2-by-2 matrix.
[in]C
          C is DOUBLE PRECISION
          The (2,2) element of the 2-by-2 matrix.
[out]RT1
          RT1 is DOUBLE PRECISION
          The eigenvalue of larger absolute value.
[out]RT2
          RT2 is DOUBLE PRECISION
          The eigenvalue of smaller absolute value.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
  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.

Definition at line 101 of file dlae2.f.

102 *
103 * -- LAPACK auxiliary routine --
104 * -- LAPACK is a software package provided by Univ. of Tennessee, --
105 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
106 *
107 * .. Scalar Arguments ..
108  DOUBLE PRECISION A, B, C, RT1, RT2
109 * ..
110 *
111 * =====================================================================
112 *
113 * .. Parameters ..
114  DOUBLE PRECISION ONE
115  parameter( one = 1.0d0 )
116  DOUBLE PRECISION TWO
117  parameter( two = 2.0d0 )
118  DOUBLE PRECISION ZERO
119  parameter( zero = 0.0d0 )
120  DOUBLE PRECISION HALF
121  parameter( half = 0.5d0 )
122 * ..
123 * .. Local Scalars ..
124  DOUBLE PRECISION AB, ACMN, ACMX, ADF, DF, RT, SM, TB
125 * ..
126 * .. Intrinsic Functions ..
127  INTRINSIC abs, sqrt
128 * ..
129 * .. Executable Statements ..
130 *
131 * Compute the eigenvalues
132 *
133  sm = a + c
134  df = a - c
135  adf = abs( df )
136  tb = b + b
137  ab = abs( tb )
138  IF( abs( a ).GT.abs( c ) ) THEN
139  acmx = a
140  acmn = c
141  ELSE
142  acmx = c
143  acmn = a
144  END IF
145  IF( adf.GT.ab ) THEN
146  rt = adf*sqrt( one+( ab / adf )**2 )
147  ELSE IF( adf.LT.ab ) THEN
148  rt = ab*sqrt( one+( adf / ab )**2 )
149  ELSE
150 *
151 * Includes case AB=ADF=0
152 *
153  rt = ab*sqrt( two )
154  END IF
155  IF( sm.LT.zero ) THEN
156  rt1 = half*( sm-rt )
157 *
158 * Order of execution important.
159 * To get fully accurate smaller eigenvalue,
160 * next line needs to be executed in higher precision.
161 *
162  rt2 = ( acmx / rt1 )*acmn - ( b / rt1 )*b
163  ELSE IF( sm.GT.zero ) THEN
164  rt1 = half*( sm+rt )
165 *
166 * Order of execution important.
167 * To get fully accurate smaller eigenvalue,
168 * next line needs to be executed in higher precision.
169 *
170  rt2 = ( acmx / rt1 )*acmn - ( b / rt1 )*b
171  ELSE
172 *
173 * Includes case RT1 = RT2 = 0
174 *
175  rt1 = half*rt
176  rt2 = -half*rt
177  END IF
178  RETURN
179 *
180 * End of DLAE2
181 *
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