aboutsummaryrefslogtreecommitdiff
path: root/SRC/claesy.f
blob: c6a7b843186b51198f39a85aced201cc7edb534d (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
*> \brief \b CLAESY computes the eigenvalues and eigenvectors of a 2-by-2 complex symmetric matrix.
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CLAESY + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/claesy.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/claesy.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/claesy.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE CLAESY( A, B, C, RT1, RT2, EVSCAL, CS1, SN1 )
*
*       .. Scalar Arguments ..
*       COMPLEX            A, B, C, CS1, EVSCAL, RT1, RT2, SN1
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CLAESY computes the eigendecomposition of a 2-by-2 symmetric matrix
*>    ( ( A, B );( B, C ) )
*> provided the norm of the matrix of eigenvectors is larger than
*> some threshold value.
*>
*> RT1 is the eigenvalue of larger absolute value, and RT2 of
*> smaller absolute value.  If the eigenvectors are computed, then
*> on return ( CS1, SN1 ) is the unit eigenvector for RT1, hence
*>
*> [  CS1     SN1   ] . [ A  B ] . [ CS1    -SN1   ] = [ RT1  0  ]
*> [ -SN1     CS1   ]   [ B  C ]   [ SN1     CS1   ]   [  0  RT2 ]
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] A
*> \verbatim
*>          A is COMPLEX
*>          The ( 1, 1 ) element of input matrix.
*> \endverbatim
*>
*> \param[in] B
*> \verbatim
*>          B is COMPLEX
*>          The ( 1, 2 ) element of input matrix.  The ( 2, 1 ) element
*>          is also given by B, since the 2-by-2 matrix is symmetric.
*> \endverbatim
*>
*> \param[in] C
*> \verbatim
*>          C is COMPLEX
*>          The ( 2, 2 ) element of input matrix.
*> \endverbatim
*>
*> \param[out] RT1
*> \verbatim
*>          RT1 is COMPLEX
*>          The eigenvalue of larger modulus.
*> \endverbatim
*>
*> \param[out] RT2
*> \verbatim
*>          RT2 is COMPLEX
*>          The eigenvalue of smaller modulus.
*> \endverbatim
*>
*> \param[out] EVSCAL
*> \verbatim
*>          EVSCAL is COMPLEX
*>          The complex value by which the eigenvector matrix was scaled
*>          to make it orthonormal.  If EVSCAL is zero, the eigenvectors
*>          were not computed.  This means one of two things:  the 2-by-2
*>          matrix could not be diagonalized, or the norm of the matrix
*>          of eigenvectors before scaling was larger than the threshold
*>          value THRESH (set below).
*> \endverbatim
*>
*> \param[out] CS1
*> \verbatim
*>          CS1 is COMPLEX
*> \endverbatim
*>
*> \param[out] SN1
*> \verbatim
*>          SN1 is COMPLEX
*>          If EVSCAL .NE. 0,  ( CS1, SN1 ) is the unit right eigenvector
*>          for RT1.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup complexSYauxiliary
*
*  =====================================================================
      SUBROUTINE CLAESY( A, B, C, RT1, RT2, EVSCAL, CS1, SN1 )
*
*  -- 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 ..
      COMPLEX            A, B, C, CS1, EVSCAL, RT1, RT2, SN1
*     ..
*
* =====================================================================
*
*     .. Parameters ..
      REAL               ZERO
      PARAMETER          ( ZERO = 0.0E0 )
      REAL               ONE
      PARAMETER          ( ONE = 1.0E0 )
      COMPLEX            CONE
      PARAMETER          ( CONE = ( 1.0E0, 0.0E0 ) )
      REAL               HALF
      PARAMETER          ( HALF = 0.5E0 )
      REAL               THRESH
      PARAMETER          ( THRESH = 0.1E0 )
*     ..
*     .. Local Scalars ..
      REAL               BABS, EVNORM, TABS, Z
      COMPLEX            S, T, TMP
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX, SQRT
*     ..
*     .. Executable Statements ..
*
*
*     Special case:  The matrix is actually diagonal.
*     To avoid divide by zero later, we treat this case separately.
*
      IF( ABS( B ).EQ.ZERO ) THEN
         RT1 = A
         RT2 = C
         IF( ABS( RT1 ).LT.ABS( RT2 ) ) THEN
            TMP = RT1
            RT1 = RT2
            RT2 = TMP
            CS1 = ZERO
            SN1 = ONE
         ELSE
            CS1 = ONE
            SN1 = ZERO
         END IF
      ELSE
*
*        Compute the eigenvalues and eigenvectors.
*        The characteristic equation is
*           lambda **2 - (A+C) lambda + (A*C - B*B)
*        and we solve it using the quadratic formula.
*
         S = ( A+C )*HALF
         T = ( A-C )*HALF
*
*        Take the square root carefully to avoid over/under flow.
*
         BABS = ABS( B )
         TABS = ABS( T )
         Z = MAX( BABS, TABS )
         IF( Z.GT.ZERO )
     $      T = Z*SQRT( ( T / Z )**2+( B / Z )**2 )
*
*        Compute the two eigenvalues.  RT1 and RT2 are exchanged
*        if necessary so that RT1 will have the greater magnitude.
*
         RT1 = S + T
         RT2 = S - T
         IF( ABS( RT1 ).LT.ABS( RT2 ) ) THEN
            TMP = RT1
            RT1 = RT2
            RT2 = TMP
         END IF
*
*        Choose CS1 = 1 and SN1 to satisfy the first equation, then
*        scale the components of this eigenvector so that the matrix
*        of eigenvectors X satisfies  X * X**T = I .  (No scaling is
*        done if the norm of the eigenvalue matrix is less than THRESH.)
*
         SN1 = ( RT1-A ) / B
         TABS = ABS( SN1 )
         IF( TABS.GT.ONE ) THEN
            T = TABS*SQRT( ( ONE / TABS )**2+( SN1 / TABS )**2 )
         ELSE
            T = SQRT( CONE+SN1*SN1 )
         END IF
         EVNORM = ABS( T )
         IF( EVNORM.GE.THRESH ) THEN
            EVSCAL = CONE / T
            CS1 = EVSCAL
            SN1 = SN1*EVSCAL
         ELSE
            EVSCAL = ZERO
         END IF
      END IF
      RETURN
*
*     End of CLAESY
*
      END