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dlags2.f 10 kB

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  1. *> \brief \b DLAGS2 computes 2-by-2 orthogonal matrices U, V, and Q, and applies them to matrices A and B such that the rows of the transformed A and B are parallel.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLAGS2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlags2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlags2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlags2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLAGS2( UPPER, A1, A2, A3, B1, B2, B3, CSU, SNU, CSV,
  22. * SNV, CSQ, SNQ )
  23. *
  24. * .. Scalar Arguments ..
  25. * LOGICAL UPPER
  26. * DOUBLE PRECISION A1, A2, A3, B1, B2, B3, CSQ, CSU, CSV, SNQ,
  27. * $ SNU, SNV
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> DLAGS2 computes 2-by-2 orthogonal matrices U, V and Q, such
  37. *> that if ( UPPER ) then
  38. *>
  39. *> U**T *A*Q = U**T *( A1 A2 )*Q = ( x 0 )
  40. *> ( 0 A3 ) ( x x )
  41. *> and
  42. *> V**T*B*Q = V**T *( B1 B2 )*Q = ( x 0 )
  43. *> ( 0 B3 ) ( x x )
  44. *>
  45. *> or if ( .NOT.UPPER ) then
  46. *>
  47. *> U**T *A*Q = U**T *( A1 0 )*Q = ( x x )
  48. *> ( A2 A3 ) ( 0 x )
  49. *> and
  50. *> V**T*B*Q = V**T*( B1 0 )*Q = ( x x )
  51. *> ( B2 B3 ) ( 0 x )
  52. *>
  53. *> The rows of the transformed A and B are parallel, where
  54. *>
  55. *> U = ( CSU SNU ), V = ( CSV SNV ), Q = ( CSQ SNQ )
  56. *> ( -SNU CSU ) ( -SNV CSV ) ( -SNQ CSQ )
  57. *>
  58. *> Z**T denotes the transpose of Z.
  59. *>
  60. *> \endverbatim
  61. *
  62. * Arguments:
  63. * ==========
  64. *
  65. *> \param[in] UPPER
  66. *> \verbatim
  67. *> UPPER is LOGICAL
  68. *> = .TRUE.: the input matrices A and B are upper triangular.
  69. *> = .FALSE.: the input matrices A and B are lower triangular.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] A1
  73. *> \verbatim
  74. *> A1 is DOUBLE PRECISION
  75. *> \endverbatim
  76. *>
  77. *> \param[in] A2
  78. *> \verbatim
  79. *> A2 is DOUBLE PRECISION
  80. *> \endverbatim
  81. *>
  82. *> \param[in] A3
  83. *> \verbatim
  84. *> A3 is DOUBLE PRECISION
  85. *> On entry, A1, A2 and A3 are elements of the input 2-by-2
  86. *> upper (lower) triangular matrix A.
  87. *> \endverbatim
  88. *>
  89. *> \param[in] B1
  90. *> \verbatim
  91. *> B1 is DOUBLE PRECISION
  92. *> \endverbatim
  93. *>
  94. *> \param[in] B2
  95. *> \verbatim
  96. *> B2 is DOUBLE PRECISION
  97. *> \endverbatim
  98. *>
  99. *> \param[in] B3
  100. *> \verbatim
  101. *> B3 is DOUBLE PRECISION
  102. *> On entry, B1, B2 and B3 are elements of the input 2-by-2
  103. *> upper (lower) triangular matrix B.
  104. *> \endverbatim
  105. *>
  106. *> \param[out] CSU
  107. *> \verbatim
  108. *> CSU is DOUBLE PRECISION
  109. *> \endverbatim
  110. *>
  111. *> \param[out] SNU
  112. *> \verbatim
  113. *> SNU is DOUBLE PRECISION
  114. *> The desired orthogonal matrix U.
  115. *> \endverbatim
  116. *>
  117. *> \param[out] CSV
  118. *> \verbatim
  119. *> CSV is DOUBLE PRECISION
  120. *> \endverbatim
  121. *>
  122. *> \param[out] SNV
  123. *> \verbatim
  124. *> SNV is DOUBLE PRECISION
  125. *> The desired orthogonal matrix V.
  126. *> \endverbatim
  127. *>
  128. *> \param[out] CSQ
  129. *> \verbatim
  130. *> CSQ is DOUBLE PRECISION
  131. *> \endverbatim
  132. *>
  133. *> \param[out] SNQ
  134. *> \verbatim
  135. *> SNQ is DOUBLE PRECISION
  136. *> The desired orthogonal matrix Q.
  137. *> \endverbatim
  138. *
  139. * Authors:
  140. * ========
  141. *
  142. *> \author Univ. of Tennessee
  143. *> \author Univ. of California Berkeley
  144. *> \author Univ. of Colorado Denver
  145. *> \author NAG Ltd.
  146. *
  147. *> \date December 2016
  148. *
  149. *> \ingroup doubleOTHERauxiliary
  150. *
  151. * =====================================================================
  152. SUBROUTINE DLAGS2( UPPER, A1, A2, A3, B1, B2, B3, CSU, SNU, CSV,
  153. $ SNV, CSQ, SNQ )
  154. *
  155. * -- LAPACK auxiliary routine (version 3.7.0) --
  156. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  157. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  158. * December 2016
  159. *
  160. * .. Scalar Arguments ..
  161. LOGICAL UPPER
  162. DOUBLE PRECISION A1, A2, A3, B1, B2, B3, CSQ, CSU, CSV, SNQ,
  163. $ SNU, SNV
  164. * ..
  165. *
  166. * =====================================================================
  167. *
  168. * .. Parameters ..
  169. DOUBLE PRECISION ZERO
  170. PARAMETER ( ZERO = 0.0D+0 )
  171. * ..
  172. * .. Local Scalars ..
  173. DOUBLE PRECISION A, AUA11, AUA12, AUA21, AUA22, AVB11, AVB12,
  174. $ AVB21, AVB22, B, C, CSL, CSR, D, R, S1, S2,
  175. $ SNL, SNR, UA11, UA11R, UA12, UA21, UA22, UA22R,
  176. $ VB11, VB11R, VB12, VB21, VB22, VB22R
  177. * ..
  178. * .. External Subroutines ..
  179. EXTERNAL DLARTG, DLASV2
  180. * ..
  181. * .. Intrinsic Functions ..
  182. INTRINSIC ABS
  183. * ..
  184. * .. Executable Statements ..
  185. *
  186. IF( UPPER ) THEN
  187. *
  188. * Input matrices A and B are upper triangular matrices
  189. *
  190. * Form matrix C = A*adj(B) = ( a b )
  191. * ( 0 d )
  192. *
  193. A = A1*B3
  194. D = A3*B1
  195. B = A2*B1 - A1*B2
  196. *
  197. * The SVD of real 2-by-2 triangular C
  198. *
  199. * ( CSL -SNL )*( A B )*( CSR SNR ) = ( R 0 )
  200. * ( SNL CSL ) ( 0 D ) ( -SNR CSR ) ( 0 T )
  201. *
  202. CALL DLASV2( A, B, D, S1, S2, SNR, CSR, SNL, CSL )
  203. *
  204. IF( ABS( CSL ).GE.ABS( SNL ) .OR. ABS( CSR ).GE.ABS( SNR ) )
  205. $ THEN
  206. *
  207. * Compute the (1,1) and (1,2) elements of U**T *A and V**T *B,
  208. * and (1,2) element of |U|**T *|A| and |V|**T *|B|.
  209. *
  210. UA11R = CSL*A1
  211. UA12 = CSL*A2 + SNL*A3
  212. *
  213. VB11R = CSR*B1
  214. VB12 = CSR*B2 + SNR*B3
  215. *
  216. AUA12 = ABS( CSL )*ABS( A2 ) + ABS( SNL )*ABS( A3 )
  217. AVB12 = ABS( CSR )*ABS( B2 ) + ABS( SNR )*ABS( B3 )
  218. *
  219. * zero (1,2) elements of U**T *A and V**T *B
  220. *
  221. IF( ( ABS( UA11R )+ABS( UA12 ) ).NE.ZERO ) THEN
  222. IF( AUA12 / ( ABS( UA11R )+ABS( UA12 ) ).LE.AVB12 /
  223. $ ( ABS( VB11R )+ABS( VB12 ) ) ) THEN
  224. CALL DLARTG( -UA11R, UA12, CSQ, SNQ, R )
  225. ELSE
  226. CALL DLARTG( -VB11R, VB12, CSQ, SNQ, R )
  227. END IF
  228. ELSE
  229. CALL DLARTG( -VB11R, VB12, CSQ, SNQ, R )
  230. END IF
  231. *
  232. CSU = CSL
  233. SNU = -SNL
  234. CSV = CSR
  235. SNV = -SNR
  236. *
  237. ELSE
  238. *
  239. * Compute the (2,1) and (2,2) elements of U**T *A and V**T *B,
  240. * and (2,2) element of |U|**T *|A| and |V|**T *|B|.
  241. *
  242. UA21 = -SNL*A1
  243. UA22 = -SNL*A2 + CSL*A3
  244. *
  245. VB21 = -SNR*B1
  246. VB22 = -SNR*B2 + CSR*B3
  247. *
  248. AUA22 = ABS( SNL )*ABS( A2 ) + ABS( CSL )*ABS( A3 )
  249. AVB22 = ABS( SNR )*ABS( B2 ) + ABS( CSR )*ABS( B3 )
  250. *
  251. * zero (2,2) elements of U**T*A and V**T*B, and then swap.
  252. *
  253. IF( ( ABS( UA21 )+ABS( UA22 ) ).NE.ZERO ) THEN
  254. IF( AUA22 / ( ABS( UA21 )+ABS( UA22 ) ).LE.AVB22 /
  255. $ ( ABS( VB21 )+ABS( VB22 ) ) ) THEN
  256. CALL DLARTG( -UA21, UA22, CSQ, SNQ, R )
  257. ELSE
  258. CALL DLARTG( -VB21, VB22, CSQ, SNQ, R )
  259. END IF
  260. ELSE
  261. CALL DLARTG( -VB21, VB22, CSQ, SNQ, R )
  262. END IF
  263. *
  264. CSU = SNL
  265. SNU = CSL
  266. CSV = SNR
  267. SNV = CSR
  268. *
  269. END IF
  270. *
  271. ELSE
  272. *
  273. * Input matrices A and B are lower triangular matrices
  274. *
  275. * Form matrix C = A*adj(B) = ( a 0 )
  276. * ( c d )
  277. *
  278. A = A1*B3
  279. D = A3*B1
  280. C = A2*B3 - A3*B2
  281. *
  282. * The SVD of real 2-by-2 triangular C
  283. *
  284. * ( CSL -SNL )*( A 0 )*( CSR SNR ) = ( R 0 )
  285. * ( SNL CSL ) ( C D ) ( -SNR CSR ) ( 0 T )
  286. *
  287. CALL DLASV2( A, C, D, S1, S2, SNR, CSR, SNL, CSL )
  288. *
  289. IF( ABS( CSR ).GE.ABS( SNR ) .OR. ABS( CSL ).GE.ABS( SNL ) )
  290. $ THEN
  291. *
  292. * Compute the (2,1) and (2,2) elements of U**T *A and V**T *B,
  293. * and (2,1) element of |U|**T *|A| and |V|**T *|B|.
  294. *
  295. UA21 = -SNR*A1 + CSR*A2
  296. UA22R = CSR*A3
  297. *
  298. VB21 = -SNL*B1 + CSL*B2
  299. VB22R = CSL*B3
  300. *
  301. AUA21 = ABS( SNR )*ABS( A1 ) + ABS( CSR )*ABS( A2 )
  302. AVB21 = ABS( SNL )*ABS( B1 ) + ABS( CSL )*ABS( B2 )
  303. *
  304. * zero (2,1) elements of U**T *A and V**T *B.
  305. *
  306. IF( ( ABS( UA21 )+ABS( UA22R ) ).NE.ZERO ) THEN
  307. IF( AUA21 / ( ABS( UA21 )+ABS( UA22R ) ).LE.AVB21 /
  308. $ ( ABS( VB21 )+ABS( VB22R ) ) ) THEN
  309. CALL DLARTG( UA22R, UA21, CSQ, SNQ, R )
  310. ELSE
  311. CALL DLARTG( VB22R, VB21, CSQ, SNQ, R )
  312. END IF
  313. ELSE
  314. CALL DLARTG( VB22R, VB21, CSQ, SNQ, R )
  315. END IF
  316. *
  317. CSU = CSR
  318. SNU = -SNR
  319. CSV = CSL
  320. SNV = -SNL
  321. *
  322. ELSE
  323. *
  324. * Compute the (1,1) and (1,2) elements of U**T *A and V**T *B,
  325. * and (1,1) element of |U|**T *|A| and |V|**T *|B|.
  326. *
  327. UA11 = CSR*A1 + SNR*A2
  328. UA12 = SNR*A3
  329. *
  330. VB11 = CSL*B1 + SNL*B2
  331. VB12 = SNL*B3
  332. *
  333. AUA11 = ABS( CSR )*ABS( A1 ) + ABS( SNR )*ABS( A2 )
  334. AVB11 = ABS( CSL )*ABS( B1 ) + ABS( SNL )*ABS( B2 )
  335. *
  336. * zero (1,1) elements of U**T*A and V**T*B, and then swap.
  337. *
  338. IF( ( ABS( UA11 )+ABS( UA12 ) ).NE.ZERO ) THEN
  339. IF( AUA11 / ( ABS( UA11 )+ABS( UA12 ) ).LE.AVB11 /
  340. $ ( ABS( VB11 )+ABS( VB12 ) ) ) THEN
  341. CALL DLARTG( UA12, UA11, CSQ, SNQ, R )
  342. ELSE
  343. CALL DLARTG( VB12, VB11, CSQ, SNQ, R )
  344. END IF
  345. ELSE
  346. CALL DLARTG( VB12, VB11, CSQ, SNQ, R )
  347. END IF
  348. *
  349. CSU = SNR
  350. SNU = CSR
  351. CSV = SNL
  352. SNV = CSL
  353. *
  354. END IF
  355. *
  356. END IF
  357. *
  358. RETURN
  359. *
  360. * End of DLAGS2
  361. *
  362. END