numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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lapack/SRC/zlaev2.f | 4418B | -rw-r--r-- |
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*> \brief \b ZLAEV2 computes the eigenvalues and eigenvectors of a 2-by-2 symmetric/Hermitian matrix. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download ZLAEV2 + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zlaev2.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zlaev2.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zlaev2.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE ZLAEV2( A, B, C, RT1, RT2, CS1, SN1 ) * * .. Scalar Arguments .. * DOUBLE PRECISION CS1, RT1, RT2 * COMPLEX*16 A, B, C, SN1 * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> ZLAEV2 computes the eigendecomposition of a 2-by-2 Hermitian matrix *> [ A B ] *> [ CONJG(B) C ]. *> On return, RT1 is the eigenvalue of larger absolute value, RT2 is the *> eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right *> eigenvector for RT1, giving the decomposition *> *> [ CS1 CONJG(SN1) ] [ A B ] [ CS1 -CONJG(SN1) ] = [ RT1 0 ] *> [-SN1 CS1 ] [ CONJG(B) C ] [ SN1 CS1 ] [ 0 RT2 ]. *> \endverbatim * * Arguments: * ========== * *> \param[in] A *> \verbatim *> A is COMPLEX*16 *> The (1,1) element of the 2-by-2 matrix. *> \endverbatim *> *> \param[in] B *> \verbatim *> B is COMPLEX*16 *> The (1,2) element and the conjugate of the (2,1) element of *> the 2-by-2 matrix. *> \endverbatim *> *> \param[in] C *> \verbatim *> C is COMPLEX*16 *> The (2,2) element of the 2-by-2 matrix. *> \endverbatim *> *> \param[out] RT1 *> \verbatim *> RT1 is DOUBLE PRECISION *> The eigenvalue of larger absolute value. *> \endverbatim *> *> \param[out] RT2 *> \verbatim *> RT2 is DOUBLE PRECISION *> The eigenvalue of smaller absolute value. *> \endverbatim *> *> \param[out] CS1 *> \verbatim *> CS1 is DOUBLE PRECISION *> \endverbatim *> *> \param[out] SN1 *> \verbatim *> SN1 is COMPLEX*16 *> The vector (CS1, SN1) is a unit right eigenvector for RT1. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup laev2 * *> \par Further Details: * ===================== *> *> \verbatim *> *> RT1 is accurate to a few ulps barring over/underflow. *> *> RT2 may be inaccurate if there is massive cancellation in the *> determinant A*C-B*B; higher precision or correctly rounded or *> correctly truncated arithmetic would be needed to compute RT2 *> accurately in all cases. *> *> CS1 and SN1 are accurate to a few ulps barring over/underflow. *> *> Overflow is possible only if RT1 is within a factor of 5 of overflow. *> Underflow is harmless if the input data is 0 or exceeds *> underflow_threshold / macheps. *> \endverbatim *> * ===================================================================== SUBROUTINE ZLAEV2( A, B, C, RT1, RT2, CS1, SN1 ) * * -- 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 .. DOUBLE PRECISION CS1, RT1, RT2 COMPLEX*16 A, B, C, SN1 * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO PARAMETER ( ZERO = 0.0D0 ) DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D0 ) * .. * .. Local Scalars .. DOUBLE PRECISION T COMPLEX*16 W * .. * .. External Subroutines .. EXTERNAL DLAEV2 * .. * .. Intrinsic Functions .. INTRINSIC ABS, DBLE, DCONJG * .. * .. Executable Statements .. * IF( ABS( B ).EQ.ZERO ) THEN W = ONE ELSE W = DCONJG( B ) / ABS( B ) END IF CALL DLAEV2( DBLE( A ), ABS( B ), DBLE( C ), RT1, RT2, CS1, T ) SN1 = W*T RETURN * * End of ZLAEV2 * END