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- *> \brief \b DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download DLAE2 + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlae2.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlae2.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlae2.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE DLAE2( A, B, C, RT1, RT2 )
- *
- * .. Scalar Arguments ..
- * DOUBLE PRECISION A, B, C, RT1, RT2
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> 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.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] A
- *> \verbatim
- *> A is DOUBLE PRECISION
- *> The (1,1) element of the 2-by-2 matrix.
- *> \endverbatim
- *>
- *> \param[in] B
- *> \verbatim
- *> B is DOUBLE PRECISION
- *> The (1,2) and (2,1) elements of the 2-by-2 matrix.
- *> \endverbatim
- *>
- *> \param[in] C
- *> \verbatim
- *> C is DOUBLE PRECISION
- *> The (2,2) element of the 2-by-2 matrix.
- *> \endverbatim
- *>
- *> \param[out] RT1
- *> \verbatim
- *> RT1 is DOUBLE PRECISION
- *> The eigenvalue of larger absolute value.
- *> \endverbatim
- *>
- *> \param[out] RT2
- *> \verbatim
- *> RT2 is DOUBLE PRECISION
- *> The eigenvalue of smaller absolute value.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date September 2012
- *
- *> \ingroup auxOTHERauxiliary
- *
- *> \par Further Details:
- * =====================
- *>
- *> \verbatim
- *>
- *> 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.
- *> \endverbatim
- *>
- * =====================================================================
- SUBROUTINE DLAE2( A, B, C, RT1, RT2 )
- *
- * -- LAPACK auxiliary routine (version 3.4.2) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * September 2012
- *
- * .. Scalar Arguments ..
- DOUBLE PRECISION A, B, C, RT1, RT2
- * ..
- *
- * =====================================================================
- *
- * .. 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 ..
- DOUBLE PRECISION AB, ACMN, ACMX, ADF, DF, RT, SM, TB
- * ..
- * .. 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 )
- *
- * 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 )
- *
- * 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
- END IF
- RETURN
- *
- * End of DLAE2
- *
- END
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