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SUBROUTINE DLASV2( F, G, H, SSMIN, SSMAX, SNR, CSR, SNL, CSL )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
*
* .. Scalar Arguments ..
DOUBLE PRECISION CSL, CSR, F, G, H, SNL, SNR, SSMAX, SSMIN
* ..
*
* Purpose
* =======
*
* DLASV2 computes the singular value decomposition of a 2-by-2
* triangular matrix
* [ F G ]
* [ 0 H ].
* On return, abs(SSMAX) is the larger singular value, abs(SSMIN) is the
* smaller singular value, and (CSL,SNL) and (CSR,SNR) are the left and
* right singular vectors for abs(SSMAX), giving the decomposition
*
* [ CSL SNL ] [ F G ] [ CSR -SNR ] = [ SSMAX 0 ]
* [-SNL CSL ] [ 0 H ] [ SNR CSR ] [ 0 SSMIN ].
*
* Arguments
* =========
*
* F (input) DOUBLE PRECISION
* The (1,1) element of the 2-by-2 matrix.
*
* G (input) DOUBLE PRECISION
* The (1,2) element of the 2-by-2 matrix.
*
* H (input) DOUBLE PRECISION
* The (2,2) element of the 2-by-2 matrix.
*
* SSMIN (output) DOUBLE PRECISION
* abs(SSMIN) is the smaller singular value.
*
* SSMAX (output) DOUBLE PRECISION
* abs(SSMAX) is the larger singular value.
*
* SNL (output) DOUBLE PRECISION
* CSL (output) DOUBLE PRECISION
* The vector (CSL, SNL) is a unit left singular vector for the
* singular value abs(SSMAX).
*
* SNR (output) DOUBLE PRECISION
* CSR (output) DOUBLE PRECISION
* The vector (CSR, SNR) is a unit right singular vector for the
* singular value abs(SSMAX).
*
* Further Details
* ===============
*
* Any input parameter may be aliased with any output parameter.
*
* Barring over/underflow and assuming a guard digit in subtraction, all
* output quantities are correct to within a few units in the last
* place (ulps).
*
* In IEEE arithmetic, the code works correctly if one matrix element is
* infinite.
*
* Overflow will not occur unless the largest singular value itself
* overflows or is within a few ulps of overflow. (On machines with
* partial overflow, like the Cray, overflow may occur if the largest
* singular value is within a factor of 2 of overflow.)
*
* Underflow is harmless if underflow is gradual. Otherwise, results
* may correspond to a matrix modified by perturbations of size near
* the underflow threshold.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO
PARAMETER ( ZERO = 0.0D0 )
DOUBLE PRECISION HALF
PARAMETER ( HALF = 0.5D0 )
DOUBLE PRECISION ONE
PARAMETER ( ONE = 1.0D0 )
DOUBLE PRECISION TWO
PARAMETER ( TWO = 2.0D0 )
DOUBLE PRECISION FOUR
PARAMETER ( FOUR = 4.0D0 )
* ..
* .. Local Scalars ..
LOGICAL GASMAL, SWAP
INTEGER PMAX
DOUBLE PRECISION A, CLT, CRT, D, FA, FT, GA, GT, HA, HT, L, M,
$ MM, R, S, SLT, SRT, T, TEMP, TSIGN, TT
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, SIGN, SQRT
* ..
* .. External Functions ..
DOUBLE PRECISION DLAMCH
EXTERNAL DLAMCH
* ..
* .. Executable Statements ..
*
FT = F
FA = ABS( FT )
HT = H
HA = ABS( H )
*
* PMAX points to the maximum absolute element of matrix
* PMAX = 1 if F largest in absolute values
* PMAX = 2 if G largest in absolute values
* PMAX = 3 if H largest in absolute values
*
PMAX = 1
SWAP = ( HA.GT.FA )
IF( SWAP ) THEN
PMAX = 3
TEMP = FT
FT = HT
HT = TEMP
TEMP = FA
FA = HA
HA = TEMP
*
* Now FA .ge. HA
*
END IF
GT = G
GA = ABS( GT )
IF( GA.EQ.ZERO ) THEN
*
* Diagonal matrix
*
SSMIN = HA
SSMAX = FA
CLT = ONE
CRT = ONE
SLT = ZERO
SRT = ZERO
ELSE
GASMAL = .TRUE.
IF( GA.GT.FA ) THEN
PMAX = 2
IF( ( FA / GA ).LT.DLAMCH( 'EPS' ) ) THEN
*
* Case of very large GA
*
GASMAL = .FALSE.
SSMAX = GA
IF( HA.GT.ONE ) THEN
SSMIN = FA / ( GA / HA )
ELSE
SSMIN = ( FA / GA )*HA
END IF
CLT = ONE
SLT = HT / GT
SRT = ONE
CRT = FT / GT
END IF
END IF
IF( GASMAL ) THEN
*
* Normal case
*
D = FA - HA
IF( D.EQ.FA ) THEN
*
* Copes with infinite F or H
*
L = ONE
ELSE
L = D / FA
END IF
*
* Note that 0 .le. L .le. 1
*
M = GT / FT
*
* Note that abs(M) .le. 1/macheps
*
T = TWO - L
*
* Note that T .ge. 1
*
MM = M*M
TT = T*T
S = SQRT( TT+MM )
*
* Note that 1 .le. S .le. 1 + 1/macheps
*
IF( L.EQ.ZERO ) THEN
R = ABS( M )
ELSE
R = SQRT( L*L+MM )
END IF
*
* Note that 0 .le. R .le. 1 + 1/macheps
*
A = HALF*( S+R )
*
* Note that 1 .le. A .le. 1 + abs(M)
*
SSMIN = HA / A
SSMAX = FA*A
IF( MM.EQ.ZERO ) THEN
*
* Note that M is very tiny
*
IF( L.EQ.ZERO ) THEN
T = SIGN( TWO, FT )*SIGN( ONE, GT )
ELSE
T = GT / SIGN( D, FT ) + M / T
END IF
ELSE
T = ( M / ( S+T )+M / ( R+L ) )*( ONE+A )
END IF
L = SQRT( T*T+FOUR )
CRT = TWO / L
SRT = T / L
CLT = ( CRT+SRT*M ) / A
SLT = ( HT / FT )*SRT / A
END IF
END IF
IF( SWAP ) THEN
CSL = SRT
SNL = CRT
CSR = SLT
SNR = CLT
ELSE
CSL = CLT
SNL = SLT
CSR = CRT
SNR = SRT
END IF
*
* Correct signs of SSMAX and SSMIN
*
IF( PMAX.EQ.1 )
$ TSIGN = SIGN( ONE, CSR )*SIGN( ONE, CSL )*SIGN( ONE, F )
IF( PMAX.EQ.2 )
$ TSIGN = SIGN( ONE, SNR )*SIGN( ONE, CSL )*SIGN( ONE, G )
IF( PMAX.EQ.3 )
$ TSIGN = SIGN( ONE, SNR )*SIGN( ONE, SNL )*SIGN( ONE, H )
SSMAX = SIGN( SSMAX, TSIGN )
SSMIN = SIGN( SSMIN, TSIGN*SIGN( ONE, F )*SIGN( ONE, H ) )
RETURN
*
* End of DLASV2
*
END
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