SUBROUTINE DLAEV2( A, B, C, RT1, RT2, CS1, SN1 ) ! ! -- LAPACK auxiliary routine (version 3.1) -- ! Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. ! November 2006 ! ! .. Scalar Arguments .. DOUBLE PRECISION A, B, C, CS1, RT1, RT2, SN1 ! .. ! ! Purpose ! ======= ! ! DLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix ! [ A B ] ! [ B C ]. ! On return, RT1 is the eigenvalue of larger absolute value, RT2 is the ! eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right ! eigenvector for RT1, giving the decomposition ! ! [ CS1 SN1 ] [ A B ] [ CS1 -SN1 ] = [ RT1 0 ] ! [-SN1 CS1 ] [ B C ] [ SN1 CS1 ] [ 0 RT2 ]. ! ! Arguments ! ========= ! ! A (input) DOUBLE PRECISION ! The (1,1) element of the 2-by-2 matrix. ! ! B (input) DOUBLE PRECISION ! The (1,2) element and the conjugate of the (2,1) element of ! the 2-by-2 matrix. ! ! C (input) DOUBLE PRECISION ! The (2,2) element of the 2-by-2 matrix. ! ! RT1 (output) DOUBLE PRECISION ! The eigenvalue of larger absolute value. ! ! RT2 (output) DOUBLE PRECISION ! The eigenvalue of smaller absolute value. ! ! CS1 (output) DOUBLE PRECISION ! SN1 (output) DOUBLE PRECISION ! The vector (CS1, SN1) is a unit right eigenvector for RT1. ! ! 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. ! ! CS1 and SN1 are accurate to a few ulps barring over/underflow. ! ! 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. ! ! ===================================================================== ! ! .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D0 ) DOUBLE PRECISION TWO PARAMETER ( TWO = 2.0D0 ) DOUBLE PRECISION ZERO PARAMETER ( ZERO = 0.0D0 ) DOUBLE PRECISION HALF PARAMETER ( HALF = 0.5D0 ) ! .. ! .. Local Scalars .. INTEGER SGN1, SGN2 DOUBLE PRECISION AB, ACMN, ACMX, ACS, ADF, CS, CT, DF, RT, SM, & TB, TN ! .. ! .. 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 IF( SM.LT.ZERO ) THEN RT1 = HALF*( SM-RT ) SGN1 = -1 ! ! 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 IF( SM.GT.ZERO ) THEN RT1 = HALF*( SM+RT ) SGN1 = 1 ! ! 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 SGN1 = 1 END IF ! ! Compute the eigenvector ! IF( DF.GE.ZERO ) THEN CS = DF + RT SGN2 = 1 ELSE CS = DF - RT SGN2 = -1 END IF ACS = ABS( CS ) IF( ACS.GT.AB ) THEN CT = -TB / CS SN1 = ONE / SQRT( ONE+CT*CT ) CS1 = CT*SN1 ELSE IF( AB.EQ.ZERO ) THEN CS1 = ONE SN1 = ZERO ELSE TN = -CS / TB CS1 = ONE / SQRT( ONE+TN*TN ) SN1 = TN*CS1 END IF END IF IF( SGN1.EQ.SGN2 ) THEN TN = CS1 CS1 = -SN1 SN1 = TN END IF RETURN ! ! End of DLAEV2 ! END SUBROUTINE DLAEV2