dlae2()

subroutine dlae2	(	double precision	A,
		double precision	B,
		double precision	C,
		double precision	RT1,
		double precision	RT2
	)

DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix.

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Purpose:

 DLAE2  computes the eigenvalues of a 2-by-2 symmetric matrix
    [  A   B  ]
    [  B   C  ].
 On return, RT1 is the eigenvalue of larger absolute value, and RT2
 is the eigenvalue of smaller absolute value.

Parameters

[in]	A	A is DOUBLE PRECISION The (1,1) element of the 2-by-2 matrix.
[in]	B	B is DOUBLE PRECISION The (1,2) and (2,1) elements of the 2-by-2 matrix.
[in]	C	C is DOUBLE PRECISION The (2,2) element of the 2-by-2 matrix.
[out]	RT1	RT1 is DOUBLE PRECISION The eigenvalue of larger absolute value.
[out]	RT2	RT2 is DOUBLE PRECISION The eigenvalue of smaller absolute value.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date

December 2016

Further Details:

  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.

  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.

Definition at line 104 of file dlae2.f.

*
*  -- 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 ..
      DOUBLE PRECISION   A, B, C, RT1, RT2
*     ..
*
* =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE
      parameter( one = 1.0d0 )
      DOUBLE PRECISION   TWO
      parameter( two = 2.0d0 )
      DOUBLE PRECISION   ZERO
      parameter( zero = 0.0d0 )
      DOUBLE PRECISION   HALF
      parameter( half = 0.5d0 )
*     ..
*     .. Local Scalars ..
      DOUBLE PRECISION   AB, ACMN, ACMX, ADF, DF, RT, SM, TB
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, sqrt
*     ..
*     .. Executable Statements ..
*
*     Compute the eigenvalues
*
      sm = a + c
      df = a - c
      adf = abs( df )
      tb = b + b
      ab = abs( tb )
      IF( abs( a ).GT.abs( c ) ) THEN
         acmx = a
         acmn = c
      ELSE
         acmx = c
         acmn = a
      END IF
      IF( adf.GT.ab ) THEN
         rt = adf*sqrt( one+( ab / adf )**2 )
      ELSE IF( adf.LT.ab ) THEN
         rt = ab*sqrt( one+( adf / ab )**2 )
      ELSE
*
*        Includes case AB=ADF=0
*
         rt = ab*sqrt( two )
      END IF
      IF( sm.LT.zero ) THEN
         rt1 = half*( sm-rt )
*
*        Order of execution important.
*        To get fully accurate smaller eigenvalue,
*        next line needs to be executed in higher precision.
*
         rt2 = ( acmx / rt1 )*acmn - ( b / rt1 )*b
      ELSE IF( sm.GT.zero ) THEN
         rt1 = half*( sm+rt )
*
*        Order of execution important.
*        To get fully accurate smaller eigenvalue,
*        next line needs to be executed in higher precision.
*
         rt2 = ( acmx / rt1 )*acmn - ( b / rt1 )*b
      ELSE
*
*        Includes case RT1 = RT2 = 0
*
         rt1 = half*rt
         rt2 = -half*rt
      END IF
      RETURN
*
*     End of DLAE2
*

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