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authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
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- 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