dlanv2.F90 Source File


Source Code

#include "ESMF_LapackBlas.inc"
!> \brief \b DLANV2 computes the Schur factorization of a real 2-by-2 nonsymmetric matrix in standard form.
!
!  =========== DOCUMENTATION ===========
!
! Online html documentation available at
!            http://www.netlib.org/lapack/explore-html/
!
!> \htmlonly
!> Download DLANV2 + dependencies
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlanv2.f">
!> [TGZ]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlanv2.f">
!> [ZIP]</a>
!> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlanv2.f">
!> [TXT]</a>
!> \endhtmlonly
!
!  Definition:
!  ===========
!
!       SUBROUTINE DLANV2( A, B, C, D, RT1R, RT1I, RT2R, RT2I, CS, SN )
!
!       .. Scalar Arguments ..
!       DOUBLE PRECISION   A, B, C, CS, D, RT1I, RT1R, RT2I, RT2R, SN
!       ..
!
!
!> \par Purpose:
!  =============
!>
!> \verbatim
!>
!> DLANV2 computes the Schur factorization of a real 2-by-2 nonsymmetric
!> matrix in standard form:
!>
!>      [ A  B ] = [ CS -SN ] [ AA  BB ] [ CS  SN ]
!>      [ C  D ]   [ SN  CS ] [ CC  DD ] [-SN  CS ]
!>
!> where either
!> 1) CC = 0 so that AA and DD are real eigenvalues of the matrix, or
!> 2) AA = DD and BB*CC < 0, so that AA + or - sqrt(BB*CC) are complex
!> conjugate eigenvalues.
!> \endverbatim
!
!  Arguments:
!  ==========
!
!> \param[in,out] A
!> \verbatim
!>          A is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[in,out] B
!> \verbatim
!>          B is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[in,out] C
!> \verbatim
!>          C is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[in,out] D
!> \verbatim
!>          D is DOUBLE PRECISION
!>          On entry, the elements of the input matrix.
!>          On exit, they are overwritten by the elements of the
!>          standardised Schur form.
!> \endverbatim
!>
!> \param[out] RT1R
!> \verbatim
!>          RT1R is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[out] RT1I
!> \verbatim
!>          RT1I is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[out] RT2R
!> \verbatim
!>          RT2R is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[out] RT2I
!> \verbatim
!>          RT2I is DOUBLE PRECISION
!>          The real and imaginary parts of the eigenvalues. If the
!>          eigenvalues are a complex conjugate pair, RT1I > 0.
!> \endverbatim
!>
!> \param[out] CS
!> \verbatim
!>          CS is DOUBLE PRECISION
!> \endverbatim
!>
!> \param[out] SN
!> \verbatim
!>          SN is DOUBLE PRECISION
!>          Parameters of the rotation matrix.
!> \endverbatim
!
!  Authors:
!  ========
!
!> \author Univ. of Tennessee
!> \author Univ. of California Berkeley
!> \author Univ. of Colorado Denver
!> \author NAG Ltd.
!
!> \date December 2016
!
!> \ingroup doubleOTHERauxiliary
!
!> \par Further Details:
!  =====================
!>
!> \verbatim
!>
!>  Modified by V. Sima, Research Institute for Informatics, Bucharest,
!>  Romania, to reduce the risk of cancellation errors,
!>  when computing real eigenvalues, and to ensure, if possible, that
!>  abs(RT1R) >= abs(RT2R).
!> \endverbatim
!>
!  =====================================================================
      SUBROUTINE DLANV2( A, B, C, D, RT1R, RT1I, RT2R, RT2I, CS, SN )
!
!  -- LAPACK auxiliary routine (version 3.7.0) --
!  -- LAPACK is a software package provided by Univ. of Tennessee,    --
!  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
!     December 2016
!
!     .. Scalar Arguments ..
      DOUBLE PRECISION   A, B, C, CS, D, RT1I, RT1R, RT2I, RT2R, SN
!     ..
!
!  =====================================================================
!
!     .. Parameters ..
      DOUBLE PRECISION   ZERO, HALF, ONE
      PARAMETER          ( ZERO = 0.0D+0, HALF = 0.5D+0, ONE = 1.0D+0 )
      DOUBLE PRECISION   MULTPL
      PARAMETER          ( MULTPL = 4.0D+0 )
!     ..
!     .. Local Scalars ..
      DOUBLE PRECISION   AA, BB, BCMAX, BCMIS, CC, CS1, DD, EPS, P, SAB, &
                         SAC, SCALE, SIGMA, SN1, TAU, TEMP, Z
!     ..
!     .. External Functions ..
      DOUBLE PRECISION   DLAMCH, DLAPY2
      EXTERNAL           DLAMCH, DLAPY2
!     ..
!     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX, MIN, SIGN, SQRT
!     ..
!     .. Executable Statements ..
!
      EPS = DLAMCH( 'P' )
      IF( C.EQ.ZERO ) THEN
         CS = ONE
         SN = ZERO
         GO TO 10
!
      ELSE IF( B.EQ.ZERO ) THEN
!
!        Swap rows and columns
!
         CS = ZERO
         SN = ONE
         TEMP = D
         D = A
         A = TEMP
         B = -C
         C = ZERO
         GO TO 10
      ELSE IF( ( A-D ).EQ.ZERO .AND. SIGN( ONE, B ).NE.SIGN( ONE, C ) ) &
                THEN
         CS = ONE
         SN = ZERO
         GO TO 10
      ELSE
!
         TEMP = A - D
         P = HALF*TEMP
         BCMAX = MAX( ABS( B ), ABS( C ) )
         BCMIS = MIN( ABS( B ), ABS( C ) )*SIGN( ONE, B )*SIGN( ONE, C )
         SCALE = MAX( ABS( P ), BCMAX )
         Z = ( P / SCALE )*P + ( BCMAX / SCALE )*BCMIS
!
!        If Z is of the order of the machine accuracy, postpone the
!        decision on the nature of eigenvalues
!
         IF( Z.GE.MULTPL*EPS ) THEN
!
!           Real eigenvalues. Compute A and D.
!
            Z = P + SIGN( SQRT( SCALE )*SQRT( Z ), P )
            A = D + Z
            D = D - ( BCMAX / Z )*BCMIS
!
!           Compute B and the rotation matrix
!
            TAU = DLAPY2( C, Z )
            CS = Z / TAU
            SN = C / TAU
            B = B - C
            C = ZERO
         ELSE
!
!           Complex eigenvalues, or real (almost) equal eigenvalues.
!           Make diagonal elements equal.
!
            SIGMA = B + C
            TAU = DLAPY2( SIGMA, TEMP )
            CS = SQRT( HALF*( ONE+ABS( SIGMA ) / TAU ) )
            SN = -( P / ( TAU*CS ) )*SIGN( ONE, SIGMA )
!
!           Compute [ AA  BB ] = [ A  B ] [ CS -SN ]
!                   [ CC  DD ]   [ C  D ] [ SN  CS ]
!
            AA = A*CS + B*SN
            BB = -A*SN + B*CS
            CC = C*CS + D*SN
            DD = -C*SN + D*CS
!
!           Compute [ A  B ] = [ CS  SN ] [ AA  BB ]
!                   [ C  D ]   [-SN  CS ] [ CC  DD ]
!
            A = AA*CS + CC*SN
            B = BB*CS + DD*SN
            C = -AA*SN + CC*CS
            D = -BB*SN + DD*CS
!
            TEMP = HALF*( A+D )
            A = TEMP
            D = TEMP
!
            IF( C.NE.ZERO ) THEN
               IF( B.NE.ZERO ) THEN
                  IF( SIGN( ONE, B ).EQ.SIGN( ONE, C ) ) THEN
!
!                    Real eigenvalues: reduce to upper triangular form
!
                     SAB = SQRT( ABS( B ) )
                     SAC = SQRT( ABS( C ) )
                     P = SIGN( SAB*SAC, C )
                     TAU = ONE / SQRT( ABS( B+C ) )
                     A = TEMP + P
                     D = TEMP - P
                     B = B - C
                     C = ZERO
                     CS1 = SAB*TAU
                     SN1 = SAC*TAU
                     TEMP = CS*CS1 - SN*SN1
                     SN = CS*SN1 + SN*CS1
                     CS = TEMP
                  END IF
               ELSE
                  B = -C
                  C = ZERO
                  TEMP = CS
                  CS = -SN
                  SN = TEMP
               END IF
            END IF
         END IF
!
      END IF
!
   10 CONTINUE
!
!     Store eigenvalues in (RT1R,RT1I) and (RT2R,RT2I).
!
      RT1R = A
      RT2R = D
      IF( C.EQ.ZERO ) THEN
         RT1I = ZERO
         RT2I = ZERO
      ELSE
         RT1I = SQRT( ABS( B ) )*SQRT( ABS( C ) )
         RT2I = -RT1I
      END IF
      RETURN
!
!     End of DLANV2
!
      END