122 lines
3.5 KiB
Fortran
122 lines
3.5 KiB
Fortran
SUBROUTINE DLAS2( F, G, H, SSMIN, SSMAX )
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*
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* -- LAPACK auxiliary routine (version 2.0) --
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* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
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* Courant Institute, Argonne National Lab, and Rice University
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* September 30, 1994
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*
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* .. Scalar Arguments ..
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DOUBLE PRECISION F, G, H, SSMAX, SSMIN
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* ..
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*
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* Purpose
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* =======
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*
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* DLAS2 computes the singular values of the 2-by-2 matrix
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* [ F G ]
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* [ 0 H ].
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* On return, SSMIN is the smaller singular value and SSMAX is the
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* larger singular value.
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*
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* Arguments
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* =========
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*
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* F (input) DOUBLE PRECISION
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* The (1,1) element of the 2-by-2 matrix.
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*
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* G (input) DOUBLE PRECISION
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* The (1,2) element of the 2-by-2 matrix.
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*
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* H (input) DOUBLE PRECISION
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* The (2,2) element of the 2-by-2 matrix.
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*
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* SSMIN (output) DOUBLE PRECISION
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* The smaller singular value.
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*
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* SSMAX (output) DOUBLE PRECISION
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* The larger singular value.
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*
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* Further Details
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* ===============
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*
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* Barring over/underflow, all output quantities are correct to within
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* a few units in the last place (ulps), even in the absence of a guard
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* digit in addition/subtraction.
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*
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* In IEEE arithmetic, the code works correctly if one matrix element is
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* infinite.
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*
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* Overflow will not occur unless the largest singular value itself
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* overflows, or is within a few ulps of overflow. (On machines with
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* partial overflow, like the Cray, overflow may occur if the largest
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* singular value is within a factor of 2 of overflow.)
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*
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* Underflow is harmless if underflow is gradual. Otherwise, results
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* may correspond to a matrix modified by perturbations of size near
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* the underflow threshold.
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*
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* ====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ZERO
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PARAMETER ( ZERO = 0.0D0 )
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DOUBLE PRECISION ONE
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PARAMETER ( ONE = 1.0D0 )
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DOUBLE PRECISION TWO
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PARAMETER ( TWO = 2.0D0 )
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* ..
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* .. Local Scalars ..
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DOUBLE PRECISION AS, AT, AU, C, FA, FHMN, FHMX, GA, HA
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, MAX, MIN, SQRT
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* ..
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* .. Executable Statements ..
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*
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FA = ABS( F )
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GA = ABS( G )
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HA = ABS( H )
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FHMN = MIN( FA, HA )
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FHMX = MAX( FA, HA )
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IF( FHMN.EQ.ZERO ) THEN
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SSMIN = ZERO
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IF( FHMX.EQ.ZERO ) THEN
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SSMAX = GA
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ELSE
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SSMAX = MAX( FHMX, GA )*SQRT( ONE+
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$ ( MIN( FHMX, GA ) / MAX( FHMX, GA ) )**2 )
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END IF
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ELSE
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IF( GA.LT.FHMX ) THEN
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AS = ONE + FHMN / FHMX
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AT = ( FHMX-FHMN ) / FHMX
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AU = ( GA / FHMX )**2
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C = TWO / ( SQRT( AS*AS+AU )+SQRT( AT*AT+AU ) )
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SSMIN = FHMN*C
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SSMAX = FHMX / C
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ELSE
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AU = FHMX / GA
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IF( AU.EQ.ZERO ) THEN
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*
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* Avoid possible harmful underflow if exponent range
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* asymmetric (true SSMIN may not underflow even if
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* AU underflows)
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*
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SSMIN = ( FHMN*FHMX ) / GA
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SSMAX = GA
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ELSE
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AS = ONE + FHMN / FHMX
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AT = ( FHMX-FHMN ) / FHMX
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C = ONE / ( SQRT( ONE+( AS*AU )**2 )+
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$ SQRT( ONE+( AT*AU )**2 ) )
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SSMIN = ( FHMN*C )*AU
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SSMIN = SSMIN + SSMIN
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SSMAX = GA / ( C+C )
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END IF
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END IF
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END IF
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RETURN
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*
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* End of DLAS2
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*
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END
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