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308 lines
8.1 KiB
308 lines
8.1 KiB
*> \brief \b SLANV2 computes the Schur factorization of a real 2-by-2 nonsymmetric matrix in standard form.
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download SLANV2 + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slanv2.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slanv2.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slanv2.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE SLANV2( A, B, C, D, RT1R, RT1I, RT2R, RT2I, CS, SN )
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*
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* .. Scalar Arguments ..
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* REAL A, B, C, CS, D, RT1I, RT1R, RT2I, RT2R, SN
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> SLANV2 computes the Schur factorization of a real 2-by-2 nonsymmetric
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*> matrix in standard form:
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*>
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*> [ A B ] = [ CS -SN ] [ AA BB ] [ CS SN ]
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*> [ C D ] [ SN CS ] [ CC DD ] [-SN CS ]
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*>
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*> where either
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*> 1) CC = 0 so that AA and DD are real eigenvalues of the matrix, or
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*> 2) AA = DD and BB*CC < 0, so that AA + or - sqrt(BB*CC) are complex
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*> conjugate eigenvalues.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in,out] A
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*> \verbatim
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*> A is REAL
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*> \endverbatim
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*>
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*> \param[in,out] B
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*> \verbatim
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*> B is REAL
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*> \endverbatim
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*>
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*> \param[in,out] C
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*> \verbatim
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*> C is REAL
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*> \endverbatim
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*>
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*> \param[in,out] D
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*> \verbatim
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*> D is REAL
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*> On entry, the elements of the input matrix.
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*> On exit, they are overwritten by the elements of the
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*> standardised Schur form.
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*> \endverbatim
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*>
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*> \param[out] RT1R
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*> \verbatim
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*> RT1R is REAL
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*> \endverbatim
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*>
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*> \param[out] RT1I
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*> \verbatim
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*> RT1I is REAL
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*> \endverbatim
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*>
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*> \param[out] RT2R
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*> \verbatim
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*> RT2R is REAL
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*> \endverbatim
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*>
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*> \param[out] RT2I
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*> \verbatim
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*> RT2I is REAL
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*> The real and imaginary parts of the eigenvalues. If the
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*> eigenvalues are a complex conjugate pair, RT1I > 0.
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*> \endverbatim
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*>
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*> \param[out] CS
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*> \verbatim
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*> CS is REAL
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*> \endverbatim
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*>
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*> \param[out] SN
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*> \verbatim
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*> SN is REAL
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*> Parameters of the rotation matrix.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup realOTHERauxiliary
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*
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*> \par Further Details:
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* =====================
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*>
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*> \verbatim
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*>
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*> Modified by V. Sima, Research Institute for Informatics, Bucharest,
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*> Romania, to reduce the risk of cancellation errors,
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*> when computing real eigenvalues, and to ensure, if possible, that
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*> abs(RT1R) >= abs(RT2R).
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*> \endverbatim
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*>
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* =====================================================================
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SUBROUTINE SLANV2( A, B, C, D, RT1R, RT1I, RT2R, RT2I, CS, SN )
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*
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* -- LAPACK auxiliary routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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REAL A, B, C, CS, D, RT1I, RT1R, RT2I, RT2R, SN
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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REAL ZERO, HALF, ONE, TWO
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PARAMETER ( ZERO = 0.0E+0, HALF = 0.5E+0, ONE = 1.0E+0,
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$ TWO = 2.0E+0 )
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REAL MULTPL
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PARAMETER ( MULTPL = 4.0E+0 )
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* ..
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* .. Local Scalars ..
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REAL AA, BB, BCMAX, BCMIS, CC, CS1, DD, EPS, P, SAB,
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$ SAC, SCALE, SIGMA, SN1, TAU, TEMP, Z, SAFMIN,
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$ SAFMN2, SAFMX2
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INTEGER COUNT
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* ..
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* .. External Functions ..
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REAL SLAMCH, SLAPY2
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EXTERNAL SLAMCH, SLAPY2
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS, MAX, MIN, SIGN, SQRT
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* ..
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* .. Executable Statements ..
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*
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SAFMIN = SLAMCH( 'S' )
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EPS = SLAMCH( 'P' )
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SAFMN2 = SLAMCH( 'B' )**INT( LOG( SAFMIN / EPS ) /
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$ LOG( SLAMCH( 'B' ) ) / TWO )
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SAFMX2 = ONE / SAFMN2
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IF( C.EQ.ZERO ) THEN
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CS = ONE
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SN = ZERO
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*
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ELSE IF( B.EQ.ZERO ) THEN
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*
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* Swap rows and columns
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*
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CS = ZERO
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SN = ONE
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TEMP = D
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D = A
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A = TEMP
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B = -C
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C = ZERO
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*
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ELSE IF( (A-D).EQ.ZERO .AND. SIGN( ONE, B ).NE.
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$ SIGN( ONE, C ) ) THEN
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CS = ONE
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SN = ZERO
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*
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ELSE
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*
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TEMP = A - D
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P = HALF*TEMP
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BCMAX = MAX( ABS( B ), ABS( C ) )
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BCMIS = MIN( ABS( B ), ABS( C ) )*SIGN( ONE, B )*SIGN( ONE, C )
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SCALE = MAX( ABS( P ), BCMAX )
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Z = ( P / SCALE )*P + ( BCMAX / SCALE )*BCMIS
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*
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* If Z is of the order of the machine accuracy, postpone the
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* decision on the nature of eigenvalues
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*
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IF( Z.GE.MULTPL*EPS ) THEN
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*
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* Real eigenvalues. Compute A and D.
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*
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Z = P + SIGN( SQRT( SCALE )*SQRT( Z ), P )
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A = D + Z
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D = D - ( BCMAX / Z )*BCMIS
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*
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* Compute B and the rotation matrix
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*
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TAU = SLAPY2( C, Z )
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CS = Z / TAU
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SN = C / TAU
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B = B - C
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C = ZERO
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*
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ELSE
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*
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* Complex eigenvalues, or real (almost) equal eigenvalues.
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* Make diagonal elements equal.
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*
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COUNT = 0
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SIGMA = B + C
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10 CONTINUE
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COUNT = COUNT + 1
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SCALE = MAX( ABS(TEMP), ABS(SIGMA) )
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IF( SCALE.GE.SAFMX2 ) THEN
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SIGMA = SIGMA * SAFMN2
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TEMP = TEMP * SAFMN2
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IF (COUNT .LE. 20)
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$ GOTO 10
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END IF
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IF( SCALE.LE.SAFMN2 ) THEN
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SIGMA = SIGMA * SAFMX2
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TEMP = TEMP * SAFMX2
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IF (COUNT .LE. 20)
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$ GOTO 10
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END IF
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P = HALF*TEMP
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TAU = SLAPY2( SIGMA, TEMP )
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CS = SQRT( HALF*( ONE+ABS( SIGMA ) / TAU ) )
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SN = -( P / ( TAU*CS ) )*SIGN( ONE, SIGMA )
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*
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* Compute [ AA BB ] = [ A B ] [ CS -SN ]
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* [ CC DD ] [ C D ] [ SN CS ]
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*
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AA = A*CS + B*SN
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BB = -A*SN + B*CS
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CC = C*CS + D*SN
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DD = -C*SN + D*CS
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*
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* Compute [ A B ] = [ CS SN ] [ AA BB ]
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* [ C D ] [-SN CS ] [ CC DD ]
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*
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A = AA*CS + CC*SN
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B = BB*CS + DD*SN
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C = -AA*SN + CC*CS
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D = -BB*SN + DD*CS
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*
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TEMP = HALF*( A+D )
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A = TEMP
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D = TEMP
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*
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IF( C.NE.ZERO ) THEN
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IF( B.NE.ZERO ) THEN
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IF( SIGN( ONE, B ).EQ.SIGN( ONE, C ) ) THEN
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*
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* Real eigenvalues: reduce to upper triangular form
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*
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SAB = SQRT( ABS( B ) )
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SAC = SQRT( ABS( C ) )
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P = SIGN( SAB*SAC, C )
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TAU = ONE / SQRT( ABS( B+C ) )
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A = TEMP + P
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D = TEMP - P
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B = B - C
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C = ZERO
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CS1 = SAB*TAU
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SN1 = SAC*TAU
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TEMP = CS*CS1 - SN*SN1
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SN = CS*SN1 + SN*CS1
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CS = TEMP
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END IF
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ELSE
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B = -C
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C = ZERO
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TEMP = CS
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CS = -SN
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SN = TEMP
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END IF
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END IF
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END IF
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*
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END IF
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*
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* Store eigenvalues in (RT1R,RT1I) and (RT2R,RT2I).
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*
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RT1R = A
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RT2R = D
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IF( C.EQ.ZERO ) THEN
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RT1I = ZERO
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RT2I = ZERO
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ELSE
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RT1I = SQRT( ABS( B ) )*SQRT( ABS( C ) )
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RT2I = -RT1I
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END IF
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RETURN
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*
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* End of SLANV2
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*
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END
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