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Refs #247. Included lapack source codes. Avoid downloading tar.gz from netlib.org

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Based on 3.4.2 version, apply patch.for_lapack-3.4.2.
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Zhang Xianyi
2013-07-09 17:00:02 +08:00
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lapack-netlib/SRC/slagv2.f Normal file
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*> \brief \b SLAGV2 computes the Generalized Schur factorization of a real 2-by-2 matrix pencil (A,B) where B is upper triangular.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download SLAGV2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slagv2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slagv2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slagv2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE SLAGV2( A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, CSL, SNL,
* CSR, SNR )
*
* .. Scalar Arguments ..
* INTEGER LDA, LDB
* REAL CSL, CSR, SNL, SNR
* ..
* .. Array Arguments ..
* REAL A( LDA, * ), ALPHAI( 2 ), ALPHAR( 2 ),
* $ B( LDB, * ), BETA( 2 )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> SLAGV2 computes the Generalized Schur factorization of a real 2-by-2
*> matrix pencil (A,B) where B is upper triangular. This routine
*> computes orthogonal (rotation) matrices given by CSL, SNL and CSR,
*> SNR such that
*>
*> 1) if the pencil (A,B) has two real eigenvalues (include 0/0 or 1/0
*> types), then
*>
*> [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
*> [ 0 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
*>
*> [ b11 b12 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
*> [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ],
*>
*> 2) if the pencil (A,B) has a pair of complex conjugate eigenvalues,
*> then
*>
*> [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
*> [ a21 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
*>
*> [ b11 0 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
*> [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ]
*>
*> where b11 >= b22 > 0.
*>
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in,out] A
*> \verbatim
*> A is REAL array, dimension (LDA, 2)
*> On entry, the 2 x 2 matrix A.
*> On exit, A is overwritten by the ``A-part'' of the
*> generalized Schur form.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> THe leading dimension of the array A. LDA >= 2.
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*> B is REAL array, dimension (LDB, 2)
*> On entry, the upper triangular 2 x 2 matrix B.
*> On exit, B is overwritten by the ``B-part'' of the
*> generalized Schur form.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*> LDB is INTEGER
*> THe leading dimension of the array B. LDB >= 2.
*> \endverbatim
*>
*> \param[out] ALPHAR
*> \verbatim
*> ALPHAR is REAL array, dimension (2)
*> \endverbatim
*>
*> \param[out] ALPHAI
*> \verbatim
*> ALPHAI is REAL array, dimension (2)
*> \endverbatim
*>
*> \param[out] BETA
*> \verbatim
*> BETA is REAL array, dimension (2)
*> (ALPHAR(k)+i*ALPHAI(k))/BETA(k) are the eigenvalues of the
*> pencil (A,B), k=1,2, i = sqrt(-1). Note that BETA(k) may
*> be zero.
*> \endverbatim
*>
*> \param[out] CSL
*> \verbatim
*> CSL is REAL
*> The cosine of the left rotation matrix.
*> \endverbatim
*>
*> \param[out] SNL
*> \verbatim
*> SNL is REAL
*> The sine of the left rotation matrix.
*> \endverbatim
*>
*> \param[out] CSR
*> \verbatim
*> CSR is REAL
*> The cosine of the right rotation matrix.
*> \endverbatim
*>
*> \param[out] SNR
*> \verbatim
*> SNR is REAL
*> The sine of the right rotation matrix.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup realOTHERauxiliary
*
*> \par Contributors:
* ==================
*>
*> Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA
*
* =====================================================================
SUBROUTINE SLAGV2( A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, CSL, SNL,
$ CSR, SNR )
*
* -- 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 ..
INTEGER LDA, LDB
REAL CSL, CSR, SNL, SNR
* ..
* .. Array Arguments ..
REAL A( LDA, * ), ALPHAI( 2 ), ALPHAR( 2 ),
$ B( LDB, * ), BETA( 2 )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO, ONE
PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
* ..
* .. Local Scalars ..
REAL ANORM, ASCALE, BNORM, BSCALE, H1, H2, H3, QQ,
$ R, RR, SAFMIN, SCALE1, SCALE2, T, ULP, WI, WR1,
$ WR2
* ..
* .. External Subroutines ..
EXTERNAL SLAG2, SLARTG, SLASV2, SROT
* ..
* .. External Functions ..
REAL SLAMCH, SLAPY2
EXTERNAL SLAMCH, SLAPY2
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX
* ..
* .. Executable Statements ..
*
SAFMIN = SLAMCH( 'S' )
ULP = SLAMCH( 'P' )
*
* Scale A
*
ANORM = MAX( ABS( A( 1, 1 ) )+ABS( A( 2, 1 ) ),
$ ABS( A( 1, 2 ) )+ABS( A( 2, 2 ) ), SAFMIN )
ASCALE = ONE / ANORM
A( 1, 1 ) = ASCALE*A( 1, 1 )
A( 1, 2 ) = ASCALE*A( 1, 2 )
A( 2, 1 ) = ASCALE*A( 2, 1 )
A( 2, 2 ) = ASCALE*A( 2, 2 )
*
* Scale B
*
BNORM = MAX( ABS( B( 1, 1 ) ), ABS( B( 1, 2 ) )+ABS( B( 2, 2 ) ),
$ SAFMIN )
BSCALE = ONE / BNORM
B( 1, 1 ) = BSCALE*B( 1, 1 )
B( 1, 2 ) = BSCALE*B( 1, 2 )
B( 2, 2 ) = BSCALE*B( 2, 2 )
*
* Check if A can be deflated
*
IF( ABS( A( 2, 1 ) ).LE.ULP ) THEN
CSL = ONE
SNL = ZERO
CSR = ONE
SNR = ZERO
A( 2, 1 ) = ZERO
B( 2, 1 ) = ZERO
WI = ZERO
*
* Check if B is singular
*
ELSE IF( ABS( B( 1, 1 ) ).LE.ULP ) THEN
CALL SLARTG( A( 1, 1 ), A( 2, 1 ), CSL, SNL, R )
CSR = ONE
SNR = ZERO
CALL SROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
CALL SROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
A( 2, 1 ) = ZERO
B( 1, 1 ) = ZERO
B( 2, 1 ) = ZERO
WI = ZERO
*
ELSE IF( ABS( B( 2, 2 ) ).LE.ULP ) THEN
CALL SLARTG( A( 2, 2 ), A( 2, 1 ), CSR, SNR, T )
SNR = -SNR
CALL SROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
CALL SROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
CSL = ONE
SNL = ZERO
A( 2, 1 ) = ZERO
B( 2, 1 ) = ZERO
B( 2, 2 ) = ZERO
WI = ZERO
*
ELSE
*
* B is nonsingular, first compute the eigenvalues of (A,B)
*
CALL SLAG2( A, LDA, B, LDB, SAFMIN, SCALE1, SCALE2, WR1, WR2,
$ WI )
*
IF( WI.EQ.ZERO ) THEN
*
* two real eigenvalues, compute s*A-w*B
*
H1 = SCALE1*A( 1, 1 ) - WR1*B( 1, 1 )
H2 = SCALE1*A( 1, 2 ) - WR1*B( 1, 2 )
H3 = SCALE1*A( 2, 2 ) - WR1*B( 2, 2 )
*
RR = SLAPY2( H1, H2 )
QQ = SLAPY2( SCALE1*A( 2, 1 ), H3 )
*
IF( RR.GT.QQ ) THEN
*
* find right rotation matrix to zero 1,1 element of
* (sA - wB)
*
CALL SLARTG( H2, H1, CSR, SNR, T )
*
ELSE
*
* find right rotation matrix to zero 2,1 element of
* (sA - wB)
*
CALL SLARTG( H3, SCALE1*A( 2, 1 ), CSR, SNR, T )
*
END IF
*
SNR = -SNR
CALL SROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
CALL SROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
*
* compute inf norms of A and B
*
H1 = MAX( ABS( A( 1, 1 ) )+ABS( A( 1, 2 ) ),
$ ABS( A( 2, 1 ) )+ABS( A( 2, 2 ) ) )
H2 = MAX( ABS( B( 1, 1 ) )+ABS( B( 1, 2 ) ),
$ ABS( B( 2, 1 ) )+ABS( B( 2, 2 ) ) )
*
IF( ( SCALE1*H1 ).GE.ABS( WR1 )*H2 ) THEN
*
* find left rotation matrix Q to zero out B(2,1)
*
CALL SLARTG( B( 1, 1 ), B( 2, 1 ), CSL, SNL, R )
*
ELSE
*
* find left rotation matrix Q to zero out A(2,1)
*
CALL SLARTG( A( 1, 1 ), A( 2, 1 ), CSL, SNL, R )
*
END IF
*
CALL SROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
CALL SROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
*
A( 2, 1 ) = ZERO
B( 2, 1 ) = ZERO
*
ELSE
*
* a pair of complex conjugate eigenvalues
* first compute the SVD of the matrix B
*
CALL SLASV2( B( 1, 1 ), B( 1, 2 ), B( 2, 2 ), R, T, SNR,
$ CSR, SNL, CSL )
*
* Form (A,B) := Q(A,B)Z**T where Q is left rotation matrix and
* Z is right rotation matrix computed from SLASV2
*
CALL SROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
CALL SROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
CALL SROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
CALL SROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
*
B( 2, 1 ) = ZERO
B( 1, 2 ) = ZERO
*
END IF
*
END IF
*
* Unscaling
*
A( 1, 1 ) = ANORM*A( 1, 1 )
A( 2, 1 ) = ANORM*A( 2, 1 )
A( 1, 2 ) = ANORM*A( 1, 2 )
A( 2, 2 ) = ANORM*A( 2, 2 )
B( 1, 1 ) = BNORM*B( 1, 1 )
B( 2, 1 ) = BNORM*B( 2, 1 )
B( 1, 2 ) = BNORM*B( 1, 2 )
B( 2, 2 ) = BNORM*B( 2, 2 )
*
IF( WI.EQ.ZERO ) THEN
ALPHAR( 1 ) = A( 1, 1 )
ALPHAR( 2 ) = A( 2, 2 )
ALPHAI( 1 ) = ZERO
ALPHAI( 2 ) = ZERO
BETA( 1 ) = B( 1, 1 )
BETA( 2 ) = B( 2, 2 )
ELSE
ALPHAR( 1 ) = ANORM*WR1 / SCALE1 / BNORM
ALPHAI( 1 ) = ANORM*WI / SCALE1 / BNORM
ALPHAR( 2 ) = ALPHAR( 1 )
ALPHAI( 2 ) = -ALPHAI( 1 )
BETA( 1 ) = ONE
BETA( 2 ) = ONE
END IF
*
RETURN
*
* End of SLAGV2
*
END