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author | jofret | 2009-04-28 07:17:00 +0000 |
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committer | jofret | 2009-04-28 07:17:00 +0000 |
commit | 8c8d2f518968ce7057eec6aa5cd5aec8faab861a (patch) | |
tree | 3dd1788b71d6a3ce2b73d2d475a3133580e17530 /src/lib/lapack/dlag2.f | |
parent | 9f652ffc16a310ac6641a9766c5b9e2671e0e9cb (diff) | |
download | scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.gz scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.bz2 scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.zip |
Moving lapack to right place
Diffstat (limited to 'src/lib/lapack/dlag2.f')
-rw-r--r-- | src/lib/lapack/dlag2.f | 300 |
1 files changed, 0 insertions, 300 deletions
diff --git a/src/lib/lapack/dlag2.f b/src/lib/lapack/dlag2.f deleted file mode 100644 index e754203b..00000000 --- a/src/lib/lapack/dlag2.f +++ /dev/null @@ -1,300 +0,0 @@ - SUBROUTINE DLAG2( A, LDA, B, LDB, SAFMIN, SCALE1, SCALE2, WR1, - $ WR2, WI ) -* -* -- LAPACK auxiliary routine (version 3.1) -- -* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. -* November 2006 -* -* .. Scalar Arguments .. - INTEGER LDA, LDB - DOUBLE PRECISION SAFMIN, SCALE1, SCALE2, WI, WR1, WR2 -* .. -* .. Array Arguments .. - DOUBLE PRECISION A( LDA, * ), B( LDB, * ) -* .. -* -* 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 .. - DOUBLE PRECISION ZERO, ONE, TWO - PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 ) - DOUBLE PRECISION HALF - PARAMETER ( HALF = ONE / TWO ) - DOUBLE PRECISION FUZZY1 - PARAMETER ( FUZZY1 = ONE+1.0D-5 ) -* .. -* .. Local Scalars .. - DOUBLE PRECISION A11, A12, A21, A22, ABI22, ANORM, AS11, AS12, - $ AS22, ASCALE, B11, B12, B22, BINV11, BINV22, - $ BMIN, BNORM, BSCALE, BSIZE, C1, C2, C3, C4, C5, - $ DIFF, DISCR, PP, QQ, R, RTMAX, RTMIN, S1, S2, - $ SAFMAX, SHIFT, SS, SUM, WABS, WBIG, WDET, - $ WSCALE, WSIZE, WSMALL -* .. -* .. Intrinsic Functions .. - INTRINSIC ABS, MAX, MIN, SIGN, SQRT -* .. -* .. Executable Statements .. -* - RTMIN = SQRT( SAFMIN ) - RTMAX = ONE / RTMIN - SAFMAX = ONE / SAFMIN -* -* Scale A -* - ANORM = MAX( ABS( A( 1, 1 ) )+ABS( A( 2, 1 ) ), - $ ABS( A( 1, 2 ) )+ABS( A( 2, 2 ) ), SAFMIN ) - ASCALE = ONE / ANORM - A11 = ASCALE*A( 1, 1 ) - A21 = ASCALE*A( 2, 1 ) - A12 = ASCALE*A( 1, 2 ) - A22 = ASCALE*A( 2, 2 ) -* -* Perturb B if necessary to insure non-singularity -* - B11 = B( 1, 1 ) - B12 = B( 1, 2 ) - B22 = B( 2, 2 ) - BMIN = RTMIN*MAX( ABS( B11 ), ABS( B12 ), ABS( B22 ), RTMIN ) - IF( ABS( B11 ).LT.BMIN ) - $ B11 = SIGN( BMIN, B11 ) - IF( ABS( B22 ).LT.BMIN ) - $ B22 = SIGN( BMIN, B22 ) -* -* Scale B -* - BNORM = MAX( ABS( B11 ), ABS( B12 )+ABS( B22 ), SAFMIN ) - BSIZE = MAX( ABS( B11 ), ABS( B22 ) ) - BSCALE = ONE / BSIZE - B11 = B11*BSCALE - B12 = B12*BSCALE - B22 = B22*BSCALE -* -* Compute larger eigenvalue by method described by C. van Loan -* -* ( AS is A shifted by -SHIFT*B ) -* - BINV11 = ONE / B11 - BINV22 = ONE / B22 - S1 = A11*BINV11 - S2 = A22*BINV22 - IF( ABS( S1 ).LE.ABS( S2 ) ) THEN - AS12 = A12 - S1*B12 - AS22 = A22 - S1*B22 - SS = A21*( BINV11*BINV22 ) - ABI22 = AS22*BINV22 - SS*B12 - PP = HALF*ABI22 - SHIFT = S1 - ELSE - AS12 = A12 - S2*B12 - AS11 = A11 - S2*B11 - SS = A21*( BINV11*BINV22 ) - ABI22 = -SS*B12 - PP = HALF*( AS11*BINV11+ABI22 ) - SHIFT = S2 - END IF - QQ = SS*AS12 - IF( ABS( PP*RTMIN ).GE.ONE ) THEN - DISCR = ( RTMIN*PP )**2 + QQ*SAFMIN - R = SQRT( ABS( DISCR ) )*RTMAX - ELSE - IF( PP**2+ABS( QQ ).LE.SAFMIN ) THEN - DISCR = ( RTMAX*PP )**2 + QQ*SAFMAX - R = SQRT( ABS( DISCR ) )*RTMIN - ELSE - DISCR = PP**2 + QQ - R = SQRT( ABS( DISCR ) ) - END IF - END IF -* -* 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.GE.ZERO .OR. R.EQ.ZERO ) THEN - SUM = PP + SIGN( R, PP ) - DIFF = PP - SIGN( R, PP ) - WBIG = SHIFT + SUM -* -* Compute smaller eigenvalue -* - WSMALL = SHIFT + DIFF - IF( HALF*ABS( WBIG ).GT.MAX( ABS( WSMALL ), SAFMIN ) ) THEN - WDET = ( A11*A22-A12*A21 )*( BINV11*BINV22 ) - WSMALL = WDET / WBIG - END IF -* -* Choose (real) eigenvalue closest to 2,2 element of A*B**(-1) -* for WR1. -* - IF( PP.GT.ABI22 ) THEN - WR1 = MIN( WBIG, WSMALL ) - WR2 = MAX( WBIG, WSMALL ) - ELSE - WR1 = MAX( WBIG, WSMALL ) - WR2 = MIN( WBIG, WSMALL ) - END IF - WI = ZERO - ELSE -* -* Complex eigenvalues -* - WR1 = SHIFT + PP - WR2 = WR1 - WI = R - END IF -* -* 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( ONE, ASCALE ) ) - C2 = SAFMIN*MAX( ONE, BNORM ) - C3 = BSIZE*SAFMIN - IF( ASCALE.LE.ONE .AND. BSIZE.LE.ONE ) THEN - C4 = MIN( ONE, ( ASCALE / SAFMIN )*BSIZE ) - ELSE - C4 = ONE - END IF - IF( ASCALE.LE.ONE .OR. BSIZE.LE.ONE ) THEN - C5 = MIN( ONE, ASCALE*BSIZE ) - ELSE - C5 = ONE - END IF -* -* Scale first eigenvalue -* - WABS = ABS( WR1 ) + ABS( WI ) - WSIZE = MAX( SAFMIN, C1, FUZZY1*( WABS*C2+C3 ), - $ MIN( C4, HALF*MAX( WABS, C5 ) ) ) - IF( WSIZE.NE.ONE ) THEN - WSCALE = ONE / WSIZE - IF( WSIZE.GT.ONE ) THEN - SCALE1 = ( MAX( ASCALE, BSIZE )*WSCALE )* - $ MIN( ASCALE, BSIZE ) - ELSE - SCALE1 = ( MIN( ASCALE, BSIZE )*WSCALE )* - $ MAX( ASCALE, BSIZE ) - END IF - WR1 = WR1*WSCALE - IF( WI.NE.ZERO ) THEN - WI = WI*WSCALE - WR2 = WR1 - SCALE2 = SCALE1 - END IF - ELSE - SCALE1 = ASCALE*BSIZE - SCALE2 = SCALE1 - END IF -* -* Scale second eigenvalue (if real) -* - IF( WI.EQ.ZERO ) THEN - WSIZE = MAX( SAFMIN, C1, FUZZY1*( ABS( WR2 )*C2+C3 ), - $ MIN( C4, HALF*MAX( ABS( WR2 ), C5 ) ) ) - IF( WSIZE.NE.ONE ) THEN - WSCALE = ONE / WSIZE - IF( WSIZE.GT.ONE ) THEN - SCALE2 = ( MAX( ASCALE, BSIZE )*WSCALE )* - $ MIN( ASCALE, BSIZE ) - ELSE - SCALE2 = ( MIN( ASCALE, BSIZE )*WSCALE )* - $ MAX( ASCALE, BSIZE ) - END IF - WR2 = WR2*WSCALE - ELSE - SCALE2 = ASCALE*BSIZE - END IF - END IF -* -* End of DLAG2 -* - RETURN - END |