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/* lapack/double/dlag2.f -- translated by f2c (version 20050501).
You must link the resulting object file with libf2c:
on Microsoft Windows system, link with libf2c.lib;
on Linux or Unix systems, link with .../path/to/libf2c.a -lm
or, if you install libf2c.a in a standard place, with -lf2c -lm
-- in that order, at the end of the command line, as in
cc *.o -lf2c -lm
Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
http://www.netlib.org/f2c/libf2c.zip
*/
#ifdef __cplusplus
extern "C" {
#endif
#include "v3p_netlib.h"
/*< >*/
/* Subroutine */ int dlag2_(doublereal *a, integer *lda, doublereal *b,
integer *ldb, doublereal *safmin, doublereal *scale1, doublereal *
scale2, doublereal *wr1, doublereal *wr2, doublereal *wi)
{
/* System generated locals */
integer a_dim1, a_offset, b_dim1, b_offset;
doublereal d__1, d__2, d__3, d__4, d__5, d__6;
/* Builtin functions */
double sqrt(doublereal), d_sign(doublereal *, doublereal *);
/* Local variables */
doublereal r__, c1, c2, c3, c4, c5, s1, s2, a11, a12, a21, a22, b11, b12,
b22, pp, qq, ss, as11, as12, as22, sum, abi22, diff, bmin, wbig,
wabs, wdet, binv11, binv22, discr, anorm, bnorm, bsize, shift,
rtmin, rtmax, wsize, ascale, bscale, wscale, safmax, wsmall;
/* -- LAPACK auxiliary routine (version 3.0) -- */
/* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
/* Courant Institute, Argonne National Lab, and Rice University */
/* March 31, 1993 */
/* .. 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 .. */
/*< >*/
/* .. */
/* .. Intrinsic Functions .. */
/*< INTRINSIC ABS, MAX, MIN, SIGN, SQRT >*/
/* .. */
/* .. Executable Statements .. */
/*< RTMIN = SQRT( SAFMIN ) >*/
/* Parameter adjustments */
a_dim1 = *lda;
a_offset = 1 + a_dim1;
a -= a_offset;
b_dim1 = *ldb;
b_offset = 1 + b_dim1;
b -= b_offset;
/* Function Body */
rtmin = sqrt(*safmin);
/*< RTMAX = ONE / RTMIN >*/
rtmax = 1. / rtmin;
/*< SAFMAX = ONE / SAFMIN >*/
safmax = 1. / *safmin;
/* Scale A */
/*< >*/
/* Computing MAX */
d__5 = (d__1 = a[a_dim1 + 1], abs(d__1)) + (d__2 = a[a_dim1 + 2], abs(
d__2)), d__6 = (d__3 = a[(a_dim1 << 1) + 1], abs(d__3)) + (d__4 =
a[(a_dim1 << 1) + 2], abs(d__4)), d__5 = max(d__5,d__6);
anorm = max(d__5,*safmin);
/*< ASCALE = ONE / ANORM >*/
ascale = 1. / anorm;
/*< A11 = ASCALE*A( 1, 1 ) >*/
a11 = ascale * a[a_dim1 + 1];
/*< A21 = ASCALE*A( 2, 1 ) >*/
a21 = ascale * a[a_dim1 + 2];
/*< A12 = ASCALE*A( 1, 2 ) >*/
a12 = ascale * a[(a_dim1 << 1) + 1];
/*< A22 = ASCALE*A( 2, 2 ) >*/
a22 = ascale * a[(a_dim1 << 1) + 2];
/* Perturb B if necessary to insure non-singularity */
/*< B11 = B( 1, 1 ) >*/
b11 = b[b_dim1 + 1];
/*< B12 = B( 1, 2 ) >*/
b12 = b[(b_dim1 << 1) + 1];
/*< B22 = B( 2, 2 ) >*/
b22 = b[(b_dim1 << 1) + 2];
/*< BMIN = RTMIN*MAX( ABS( B11 ), ABS( B12 ), ABS( B22 ), RTMIN ) >*/
/* Computing MAX */
d__1 = abs(b11), d__2 = abs(b12), d__1 = max(d__1,d__2), d__2 = abs(b22),
d__1 = max(d__1,d__2);
bmin = rtmin * max(d__1,rtmin);
/*< >*/
if (abs(b11) < bmin) {
b11 = d_sign(&bmin, &b11);
}
/*< >*/
if (abs(b22) < bmin) {
b22 = d_sign(&bmin, &b22);
}
/* Scale B */
/*< BNORM = MAX( ABS( B11 ), ABS( B12 )+ABS( B22 ), SAFMIN ) >*/
/* Computing MAX */
d__1 = abs(b11), d__2 = abs(b12) + abs(b22), d__1 = max(d__1,d__2);
bnorm = max(d__1,*safmin);
/*< BSIZE = MAX( ABS( B11 ), ABS( B22 ) ) >*/
/* Computing MAX */
d__1 = abs(b11), d__2 = abs(b22);
bsize = max(d__1,d__2);
/*< BSCALE = ONE / BSIZE >*/
bscale = 1. / bsize;
/*< B11 = B11*BSCALE >*/
b11 *= bscale;
/*< B12 = B12*BSCALE >*/
b12 *= bscale;
/*< B22 = B22*BSCALE >*/
b22 *= bscale;
/* Compute larger eigenvalue by method described by C. van Loan */
/* ( AS is A shifted by -SHIFT*B ) */
/*< BINV11 = ONE / B11 >*/
binv11 = 1. / b11;
/*< BINV22 = ONE / B22 >*/
binv22 = 1. / b22;
/*< S1 = A11*BINV11 >*/
s1 = a11 * binv11;
/*< S2 = A22*BINV22 >*/
s2 = a22 * binv22;
/*< IF( ABS( S1 ).LE.ABS( S2 ) ) THEN >*/
if (abs(s1) <= abs(s2)) {
/*< AS12 = A12 - S1*B12 >*/
as12 = a12 - s1 * b12;
/*< AS22 = A22 - S1*B22 >*/
as22 = a22 - s1 * b22;
/*< SS = A21*( BINV11*BINV22 ) >*/
ss = a21 * (binv11 * binv22);
/*< ABI22 = AS22*BINV22 - SS*B12 >*/
abi22 = as22 * binv22 - ss * b12;
/*< PP = HALF*ABI22 >*/
pp = abi22 * .5;
/*< SHIFT = S1 >*/
shift = s1;
/*< ELSE >*/
} else {
/*< AS12 = A12 - S2*B12 >*/
as12 = a12 - s2 * b12;
/*< AS11 = A11 - S2*B11 >*/
as11 = a11 - s2 * b11;
/*< SS = A21*( BINV11*BINV22 ) >*/
ss = a21 * (binv11 * binv22);
/*< ABI22 = -SS*B12 >*/
abi22 = -ss * b12;
/*< PP = HALF*( AS11*BINV11+ABI22 ) >*/
pp = (as11 * binv11 + abi22) * .5;
/*< SHIFT = S2 >*/
shift = s2;
/*< END IF >*/
}
/*< QQ = SS*AS12 >*/
qq = ss * as12;
/*< IF( ABS( PP*RTMIN ).GE.ONE ) THEN >*/
if ((d__1 = pp * rtmin, abs(d__1)) >= 1.) {
/*< DISCR = ( RTMIN*PP )**2 + QQ*SAFMIN >*/
/* Computing 2nd power */
d__1 = rtmin * pp;
discr = d__1 * d__1 + qq * *safmin;
/*< R = SQRT( ABS( DISCR ) )*RTMAX >*/
r__ = sqrt((abs(discr))) * rtmax;
/*< ELSE >*/
} else {
/*< IF( PP**2+ABS( QQ ).LE.SAFMIN ) THEN >*/
/* Computing 2nd power */
d__1 = pp;
if (d__1 * d__1 + abs(qq) <= *safmin) {
/*< DISCR = ( RTMAX*PP )**2 + QQ*SAFMAX >*/
/* Computing 2nd power */
d__1 = rtmax * pp;
discr = d__1 * d__1 + qq * safmax;
/*< R = SQRT( ABS( DISCR ) )*RTMIN >*/
r__ = sqrt((abs(discr))) * rtmin;
/*< ELSE >*/
} else {
/*< DISCR = PP**2 + QQ >*/
/* Computing 2nd power */
d__1 = pp;
discr = d__1 * d__1 + qq;
/*< R = SQRT( ABS( DISCR ) ) >*/
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 >*/
if (discr >= 0. || r__ == 0.) {
/*< SUM = PP + SIGN( R, PP ) >*/
sum = pp + d_sign(&r__, &pp);
/*< DIFF = PP - SIGN( R, PP ) >*/
diff = pp - d_sign(&r__, &pp);
/*< WBIG = SHIFT + SUM >*/
wbig = shift + sum;
/* Compute smaller eigenvalue */
/*< WSMALL = SHIFT + DIFF >*/
wsmall = shift + diff;
/*< IF( HALF*ABS( WBIG ).GT.MAX( ABS( WSMALL ), SAFMIN ) ) THEN >*/
/* Computing MAX */
d__1 = abs(wsmall);
if (abs(wbig) * .5 > max(d__1,*safmin)) {
/*< WDET = ( A11*A22-A12*A21 )*( BINV11*BINV22 ) >*/
wdet = (a11 * a22 - a12 * a21) * (binv11 * binv22);
/*< WSMALL = WDET / WBIG >*/
wsmall = wdet / wbig;
/*< END IF >*/
}
/* Choose (real) eigenvalue closest to 2,2 element of A*B**(-1) */
/* for WR1. */
/*< IF( PP.GT.ABI22 ) THEN >*/
if (pp > abi22) {
/*< WR1 = MIN( WBIG, WSMALL ) >*/
*wr1 = min(wbig,wsmall);
/*< WR2 = MAX( WBIG, WSMALL ) >*/
*wr2 = max(wbig,wsmall);
/*< ELSE >*/
} else {
/*< WR1 = MAX( WBIG, WSMALL ) >*/
*wr1 = max(wbig,wsmall);
/*< WR2 = MIN( WBIG, WSMALL ) >*/
*wr2 = min(wbig,wsmall);
/*< END IF >*/
}
/*< WI = ZERO >*/
*wi = 0.;
/*< ELSE >*/
} else {
/* Complex eigenvalues */
/*< WR1 = SHIFT + PP >*/
*wr1 = shift + pp;
/*< WR2 = WR1 >*/
*wr2 = *wr1;
/*< WI = R >*/
*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 ) ) >*/
c1 = bsize * (*safmin * max(1.,ascale));
/*< C2 = SAFMIN*MAX( ONE, BNORM ) >*/
c2 = *safmin * max(1.,bnorm);
/*< C3 = BSIZE*SAFMIN >*/
c3 = bsize * *safmin;
/*< IF( ASCALE.LE.ONE .AND. BSIZE.LE.ONE ) THEN >*/
if (ascale <= 1. && bsize <= 1.) {
/*< C4 = MIN( ONE, ( ASCALE / SAFMIN )*BSIZE ) >*/
/* Computing MIN */
d__1 = 1., d__2 = ascale / *safmin * bsize;
c4 = min(d__1,d__2);
/*< ELSE >*/
} else {
/*< C4 = ONE >*/
c4 = 1.;
/*< END IF >*/
}
/*< IF( ASCALE.LE.ONE .OR. BSIZE.LE.ONE ) THEN >*/
if (ascale <= 1. || bsize <= 1.) {
/*< C5 = MIN( ONE, ASCALE*BSIZE ) >*/
/* Computing MIN */
d__1 = 1., d__2 = ascale * bsize;
c5 = min(d__1,d__2);
/*< ELSE >*/
} else {
/*< C5 = ONE >*/
c5 = 1.;
/*< END IF >*/
}
/* Scale first eigenvalue */
/*< WABS = ABS( WR1 ) + ABS( WI ) >*/
wabs = abs(*wr1) + abs(*wi);
/*< >*/
/* Computing MAX */
/* Computing MIN */
d__3 = c4, d__4 = max(wabs,c5) * .5;
d__1 = max(*safmin,c1), d__2 = (wabs * c2 + c3) * 1.0000100000000001,
d__1 = max(d__1,d__2), d__2 = min(d__3,d__4);
wsize = max(d__1,d__2);
/*< IF( WSIZE.NE.ONE ) THEN >*/
if (wsize != 1.) {
/*< WSCALE = ONE / WSIZE >*/
wscale = 1. / wsize;
/*< IF( WSIZE.GT.ONE ) THEN >*/
if (wsize > 1.) {
/*< >*/
*scale1 = max(ascale,bsize) * wscale * min(ascale,bsize);
/*< ELSE >*/
} else {
/*< >*/
*scale1 = min(ascale,bsize) * wscale * max(ascale,bsize);
/*< END IF >*/
}
/*< WR1 = WR1*WSCALE >*/
*wr1 *= wscale;
/*< IF( WI.NE.ZERO ) THEN >*/
if (*wi != 0.) {
/*< WI = WI*WSCALE >*/
*wi *= wscale;
/*< WR2 = WR1 >*/
*wr2 = *wr1;
/*< SCALE2 = SCALE1 >*/
*scale2 = *scale1;
/*< END IF >*/
}
/*< ELSE >*/
} else {
/*< SCALE1 = ASCALE*BSIZE >*/
*scale1 = ascale * bsize;
/*< SCALE2 = SCALE1 >*/
*scale2 = *scale1;
/*< END IF >*/
}
/* Scale second eigenvalue (if real) */
/*< IF( WI.EQ.ZERO ) THEN >*/
if (*wi == 0.) {
/*< >*/
/* Computing MAX */
/* Computing MIN */
/* Computing MAX */
d__5 = abs(*wr2);
d__3 = c4, d__4 = max(d__5,c5) * .5;
d__1 = max(*safmin,c1), d__2 = (abs(*wr2) * c2 + c3) *
1.0000100000000001, d__1 = max(d__1,d__2), d__2 = min(d__3,
d__4);
wsize = max(d__1,d__2);
/*< IF( WSIZE.NE.ONE ) THEN >*/
if (wsize != 1.) {
/*< WSCALE = ONE / WSIZE >*/
wscale = 1. / wsize;
/*< IF( WSIZE.GT.ONE ) THEN >*/
if (wsize > 1.) {
/*< >*/
*scale2 = max(ascale,bsize) * wscale * min(ascale,bsize);
/*< ELSE >*/
} else {
/*< >*/
*scale2 = min(ascale,bsize) * wscale * max(ascale,bsize);
/*< END IF >*/
}
/*< WR2 = WR2*WSCALE >*/
*wr2 *= wscale;
/*< ELSE >*/
} else {
/*< SCALE2 = ASCALE*BSIZE >*/
*scale2 = ascale * bsize;
/*< END IF >*/
}
/*< END IF >*/
}
/* End of DLAG2 */
/*< RETURN >*/
return 0;
/*< END >*/
} /* dlag2_ */
#ifdef __cplusplus
}
#endif
|