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dlas2.f 4.9 kB

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  1. *> \brief \b DLAS2 computes singular values of a 2-by-2 triangular matrix.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DLAS2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlas2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlas2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlas2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DLAS2( F, G, H, SSMIN, SSMAX )
  22. *
  23. * .. Scalar Arguments ..
  24. * DOUBLE PRECISION F, G, H, SSMAX, SSMIN
  25. * ..
  26. *
  27. *
  28. *> \par Purpose:
  29. * =============
  30. *>
  31. *> \verbatim
  32. *>
  33. *> DLAS2 computes the singular values of the 2-by-2 matrix
  34. *> [ F G ]
  35. *> [ 0 H ].
  36. *> On return, SSMIN is the smaller singular value and SSMAX is the
  37. *> larger singular value.
  38. *> \endverbatim
  39. *
  40. * Arguments:
  41. * ==========
  42. *
  43. *> \param[in] F
  44. *> \verbatim
  45. *> F is DOUBLE PRECISION
  46. *> The (1,1) element of the 2-by-2 matrix.
  47. *> \endverbatim
  48. *>
  49. *> \param[in] G
  50. *> \verbatim
  51. *> G is DOUBLE PRECISION
  52. *> The (1,2) element of the 2-by-2 matrix.
  53. *> \endverbatim
  54. *>
  55. *> \param[in] H
  56. *> \verbatim
  57. *> H is DOUBLE PRECISION
  58. *> The (2,2) element of the 2-by-2 matrix.
  59. *> \endverbatim
  60. *>
  61. *> \param[out] SSMIN
  62. *> \verbatim
  63. *> SSMIN is DOUBLE PRECISION
  64. *> The smaller singular value.
  65. *> \endverbatim
  66. *>
  67. *> \param[out] SSMAX
  68. *> \verbatim
  69. *> SSMAX is DOUBLE PRECISION
  70. *> The larger singular value.
  71. *> \endverbatim
  72. *
  73. * Authors:
  74. * ========
  75. *
  76. *> \author Univ. of Tennessee
  77. *> \author Univ. of California Berkeley
  78. *> \author Univ. of Colorado Denver
  79. *> \author NAG Ltd.
  80. *
  81. *> \ingroup OTHERauxiliary
  82. *
  83. *> \par Further Details:
  84. * =====================
  85. *>
  86. *> \verbatim
  87. *>
  88. *> Barring over/underflow, all output quantities are correct to within
  89. *> a few units in the last place (ulps), even in the absence of a guard
  90. *> digit in addition/subtraction.
  91. *>
  92. *> In IEEE arithmetic, the code works correctly if one matrix element is
  93. *> infinite.
  94. *>
  95. *> Overflow will not occur unless the largest singular value itself
  96. *> overflows, or is within a few ulps of overflow.
  97. *>
  98. *> Underflow is harmless if underflow is gradual. Otherwise, results
  99. *> may correspond to a matrix modified by perturbations of size near
  100. *> the underflow threshold.
  101. *> \endverbatim
  102. *>
  103. * =====================================================================
  104. SUBROUTINE DLAS2( F, G, H, SSMIN, SSMAX )
  105. *
  106. * -- LAPACK auxiliary routine --
  107. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  108. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  109. *
  110. * .. Scalar Arguments ..
  111. DOUBLE PRECISION F, G, H, SSMAX, SSMIN
  112. * ..
  113. *
  114. * ====================================================================
  115. *
  116. * .. Parameters ..
  117. DOUBLE PRECISION ZERO
  118. PARAMETER ( ZERO = 0.0D0 )
  119. DOUBLE PRECISION ONE
  120. PARAMETER ( ONE = 1.0D0 )
  121. DOUBLE PRECISION TWO
  122. PARAMETER ( TWO = 2.0D0 )
  123. * ..
  124. * .. Local Scalars ..
  125. DOUBLE PRECISION AS, AT, AU, C, FA, FHMN, FHMX, GA, HA
  126. * ..
  127. * .. Intrinsic Functions ..
  128. INTRINSIC ABS, MAX, MIN, SQRT
  129. * ..
  130. * .. Executable Statements ..
  131. *
  132. FA = ABS( F )
  133. GA = ABS( G )
  134. HA = ABS( H )
  135. FHMN = MIN( FA, HA )
  136. FHMX = MAX( FA, HA )
  137. IF( FHMN.EQ.ZERO ) THEN
  138. SSMIN = ZERO
  139. IF( FHMX.EQ.ZERO ) THEN
  140. SSMAX = GA
  141. ELSE
  142. SSMAX = MAX( FHMX, GA )*SQRT( ONE+
  143. $ ( MIN( FHMX, GA ) / MAX( FHMX, GA ) )**2 )
  144. END IF
  145. ELSE
  146. IF( GA.LT.FHMX ) THEN
  147. AS = ONE + FHMN / FHMX
  148. AT = ( FHMX-FHMN ) / FHMX
  149. AU = ( GA / FHMX )**2
  150. C = TWO / ( SQRT( AS*AS+AU )+SQRT( AT*AT+AU ) )
  151. SSMIN = FHMN*C
  152. SSMAX = FHMX / C
  153. ELSE
  154. AU = FHMX / GA
  155. IF( AU.EQ.ZERO ) THEN
  156. *
  157. * Avoid possible harmful underflow if exponent range
  158. * asymmetric (true SSMIN may not underflow even if
  159. * AU underflows)
  160. *
  161. SSMIN = ( FHMN*FHMX ) / GA
  162. SSMAX = GA
  163. ELSE
  164. AS = ONE + FHMN / FHMX
  165. AT = ( FHMX-FHMN ) / FHMX
  166. C = ONE / ( SQRT( ONE+( AS*AU )**2 )+
  167. $ SQRT( ONE+( AT*AU )**2 ) )
  168. SSMIN = ( FHMN*C )*AU
  169. SSMIN = SSMIN + SSMIN
  170. SSMAX = GA / ( C+C )
  171. END IF
  172. END IF
  173. END IF
  174. RETURN
  175. *
  176. * End of DLAS2
  177. *
  178. END