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OpenBLAS/lapack-netlib/SRC/dlasd5.f

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*> \brief \b DLASD5 computes the square root of the i-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix. Used by sbdsdc.
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DLASD5 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasd5.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasd5.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasd5.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DLASD5( I, D, Z, DELTA, RHO, DSIGMA, WORK )
*
* .. Scalar Arguments ..
* INTEGER I
* DOUBLE PRECISION DSIGMA, RHO
* ..
* .. Array Arguments ..
* DOUBLE PRECISION D( 2 ), DELTA( 2 ), WORK( 2 ), Z( 2 )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> This subroutine computes the square root of the I-th eigenvalue
*> of a positive symmetric rank-one modification of a 2-by-2 diagonal
*> matrix
*>
*> diag( D ) * diag( D ) + RHO * Z * transpose(Z) .
*>
*> The diagonal entries in the array D are assumed to satisfy
*>
*> 0 <= D(i) < D(j) for i < j .
*>
*> We also assume RHO > 0 and that the Euclidean norm of the vector
*> Z is one.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] I
*> \verbatim
*> I is INTEGER
*> The index of the eigenvalue to be computed. I = 1 or I = 2.
*> \endverbatim
*>
*> \param[in] D
*> \verbatim
*> D is DOUBLE PRECISION array, dimension ( 2 )
*> The original eigenvalues. We assume 0 <= D(1) < D(2).
*> \endverbatim
*>
*> \param[in] Z
*> \verbatim
*> Z is DOUBLE PRECISION array, dimension ( 2 )
*> The components of the updating vector.
*> \endverbatim
*>
*> \param[out] DELTA
*> \verbatim
*> DELTA is DOUBLE PRECISION array, dimension ( 2 )
*> Contains (D(j) - sigma_I) in its j-th component.
*> The vector DELTA contains the information necessary
*> to construct the eigenvectors.
*> \endverbatim
*>
*> \param[in] RHO
*> \verbatim
*> RHO is DOUBLE PRECISION
*> The scalar in the symmetric updating formula.
*> \endverbatim
*>
*> \param[out] DSIGMA
*> \verbatim
*> DSIGMA is DOUBLE PRECISION
*> The computed sigma_I, the I-th updated eigenvalue.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is DOUBLE PRECISION array, dimension ( 2 )
*> WORK contains (D(j) + sigma_I) in its j-th component.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup OTHERauxiliary
*
*> \par Contributors:
* ==================
*>
*> Ren-Cang Li, Computer Science Division, University of California
*> at Berkeley, USA
*>
* =====================================================================
SUBROUTINE DLASD5( I, D, Z, DELTA, RHO, DSIGMA, WORK )
*
* -- LAPACK auxiliary routine --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
* .. Scalar Arguments ..
INTEGER I
DOUBLE PRECISION DSIGMA, RHO
* ..
* .. Array Arguments ..
DOUBLE PRECISION D( 2 ), DELTA( 2 ), WORK( 2 ), Z( 2 )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE, TWO, THREE, FOUR
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0,
$ THREE = 3.0D+0, FOUR = 4.0D+0 )
* ..
* .. Local Scalars ..
DOUBLE PRECISION B, C, DEL, DELSQ, TAU, W
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, SQRT
* ..
* .. Executable Statements ..
*
DEL = D( 2 ) - D( 1 )
DELSQ = DEL*( D( 2 )+D( 1 ) )
IF( I.EQ.1 ) THEN
W = ONE + FOUR*RHO*( Z( 2 )*Z( 2 ) / ( D( 1 )+THREE*D( 2 ) )-
$ Z( 1 )*Z( 1 ) / ( THREE*D( 1 )+D( 2 ) ) ) / DEL
IF( W.GT.ZERO ) THEN
B = DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
C = RHO*Z( 1 )*Z( 1 )*DELSQ
*
* B > ZERO, always
*
* The following TAU is DSIGMA * DSIGMA - D( 1 ) * D( 1 )
*
TAU = TWO*C / ( B+SQRT( ABS( B*B-FOUR*C ) ) )
*
* The following TAU is DSIGMA - D( 1 )
*
TAU = TAU / ( D( 1 )+SQRT( D( 1 )*D( 1 )+TAU ) )
DSIGMA = D( 1 ) + TAU
DELTA( 1 ) = -TAU
DELTA( 2 ) = DEL - TAU
WORK( 1 ) = TWO*D( 1 ) + TAU
WORK( 2 ) = ( D( 1 )+TAU ) + D( 2 )
* DELTA( 1 ) = -Z( 1 ) / TAU
* DELTA( 2 ) = Z( 2 ) / ( DEL-TAU )
ELSE
B = -DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
C = RHO*Z( 2 )*Z( 2 )*DELSQ
*
* The following TAU is DSIGMA * DSIGMA - D( 2 ) * D( 2 )
*
IF( B.GT.ZERO ) THEN
TAU = -TWO*C / ( B+SQRT( B*B+FOUR*C ) )
ELSE
TAU = ( B-SQRT( B*B+FOUR*C ) ) / TWO
END IF
*
* The following TAU is DSIGMA - D( 2 )
*
TAU = TAU / ( D( 2 )+SQRT( ABS( D( 2 )*D( 2 )+TAU ) ) )
DSIGMA = D( 2 ) + TAU
DELTA( 1 ) = -( DEL+TAU )
DELTA( 2 ) = -TAU
WORK( 1 ) = D( 1 ) + TAU + D( 2 )
WORK( 2 ) = TWO*D( 2 ) + TAU
* DELTA( 1 ) = -Z( 1 ) / ( DEL+TAU )
* DELTA( 2 ) = -Z( 2 ) / TAU
END IF
* TEMP = SQRT( DELTA( 1 )*DELTA( 1 )+DELTA( 2 )*DELTA( 2 ) )
* DELTA( 1 ) = DELTA( 1 ) / TEMP
* DELTA( 2 ) = DELTA( 2 ) / TEMP
ELSE
*
* Now I=2
*
B = -DELSQ + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
C = RHO*Z( 2 )*Z( 2 )*DELSQ
*
* The following TAU is DSIGMA * DSIGMA - D( 2 ) * D( 2 )
*
IF( B.GT.ZERO ) THEN
TAU = ( B+SQRT( B*B+FOUR*C ) ) / TWO
ELSE
TAU = TWO*C / ( -B+SQRT( B*B+FOUR*C ) )
END IF
*
* The following TAU is DSIGMA - D( 2 )
*
TAU = TAU / ( D( 2 )+SQRT( D( 2 )*D( 2 )+TAU ) )
DSIGMA = D( 2 ) + TAU
DELTA( 1 ) = -( DEL+TAU )
DELTA( 2 ) = -TAU
WORK( 1 ) = D( 1 ) + TAU + D( 2 )
WORK( 2 ) = TWO*D( 2 ) + TAU
* DELTA( 1 ) = -Z( 1 ) / ( DEL+TAU )
* DELTA( 2 ) = -Z( 2 ) / TAU
* TEMP = SQRT( DELTA( 1 )*DELTA( 1 )+DELTA( 2 )*DELTA( 2 ) )
* DELTA( 1 ) = DELTA( 1 ) / TEMP
* DELTA( 2 ) = DELTA( 2 ) / TEMP
END IF
RETURN
*
* End of DLASD5
*
END
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