slagv2.f.html
来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 312 行 · 第 1/2 页
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CSL = ONE
SNL = ZERO
CSR = ONE
SNR = ZERO
A( 2, 1 ) = ZERO
B( 2, 1 ) = ZERO
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Check if B is singular
</span><span class="comment">*</span><span class="comment">
</span> ELSE IF( ABS( B( 1, 1 ) ).LE.ULP ) THEN
CALL <a name="SLARTG.148"></a><a href="slartg.f.html#SLARTG.1">SLARTG</a>( A( 1, 1 ), A( 2, 1 ), CSL, SNL, R )
CSR = ONE
SNR = ZERO
CALL SROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
CALL SROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
A( 2, 1 ) = ZERO
B( 1, 1 ) = ZERO
B( 2, 1 ) = ZERO
<span class="comment">*</span><span class="comment">
</span> ELSE IF( ABS( B( 2, 2 ) ).LE.ULP ) THEN
CALL <a name="SLARTG.158"></a><a href="slartg.f.html#SLARTG.1">SLARTG</a>( A( 2, 2 ), A( 2, 1 ), CSR, SNR, T )
SNR = -SNR
CALL SROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
CALL SROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
CSL = ONE
SNL = ZERO
A( 2, 1 ) = ZERO
B( 2, 1 ) = ZERO
B( 2, 2 ) = ZERO
<span class="comment">*</span><span class="comment">
</span> ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> B is nonsingular, first compute the eigenvalues of (A,B)
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SLAG2.172"></a><a href="slag2.f.html#SLAG2.1">SLAG2</a>( A, LDA, B, LDB, SAFMIN, SCALE1, SCALE2, WR1, WR2,
$ WI )
<span class="comment">*</span><span class="comment">
</span> IF( WI.EQ.ZERO ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> two real eigenvalues, compute s*A-w*B
</span><span class="comment">*</span><span class="comment">
</span> H1 = SCALE1*A( 1, 1 ) - WR1*B( 1, 1 )
H2 = SCALE1*A( 1, 2 ) - WR1*B( 1, 2 )
H3 = SCALE1*A( 2, 2 ) - WR1*B( 2, 2 )
<span class="comment">*</span><span class="comment">
</span> RR = <a name="SLAPY2.183"></a><a href="slapy2.f.html#SLAPY2.1">SLAPY2</a>( H1, H2 )
QQ = <a name="SLAPY2.184"></a><a href="slapy2.f.html#SLAPY2.1">SLAPY2</a>( SCALE1*A( 2, 1 ), H3 )
<span class="comment">*</span><span class="comment">
</span> IF( RR.GT.QQ ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> find right rotation matrix to zero 1,1 element of
</span><span class="comment">*</span><span class="comment"> (sA - wB)
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SLARTG.191"></a><a href="slartg.f.html#SLARTG.1">SLARTG</a>( H2, H1, CSR, SNR, T )
<span class="comment">*</span><span class="comment">
</span> ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> find right rotation matrix to zero 2,1 element of
</span><span class="comment">*</span><span class="comment"> (sA - wB)
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SLARTG.198"></a><a href="slartg.f.html#SLARTG.1">SLARTG</a>( H3, SCALE1*A( 2, 1 ), CSR, SNR, T )
<span class="comment">*</span><span class="comment">
</span> END IF
<span class="comment">*</span><span class="comment">
</span> SNR = -SNR
CALL SROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
CALL SROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> compute inf norms of A and B
</span><span class="comment">*</span><span class="comment">
</span> H1 = MAX( ABS( A( 1, 1 ) )+ABS( A( 1, 2 ) ),
$ ABS( A( 2, 1 ) )+ABS( A( 2, 2 ) ) )
H2 = MAX( ABS( B( 1, 1 ) )+ABS( B( 1, 2 ) ),
$ ABS( B( 2, 1 ) )+ABS( B( 2, 2 ) ) )
<span class="comment">*</span><span class="comment">
</span> IF( ( SCALE1*H1 ).GE.ABS( WR1 )*H2 ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> find left rotation matrix Q to zero out B(2,1)
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SLARTG.217"></a><a href="slartg.f.html#SLARTG.1">SLARTG</a>( B( 1, 1 ), B( 2, 1 ), CSL, SNL, R )
<span class="comment">*</span><span class="comment">
</span> ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> find left rotation matrix Q to zero out A(2,1)
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SLARTG.223"></a><a href="slartg.f.html#SLARTG.1">SLARTG</a>( A( 1, 1 ), A( 2, 1 ), CSL, SNL, R )
<span class="comment">*</span><span class="comment">
</span> END IF
<span class="comment">*</span><span class="comment">
</span> CALL SROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
CALL SROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
<span class="comment">*</span><span class="comment">
</span> A( 2, 1 ) = ZERO
B( 2, 1 ) = ZERO
<span class="comment">*</span><span class="comment">
</span> ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> a pair of complex conjugate eigenvalues
</span><span class="comment">*</span><span class="comment"> first compute the SVD of the matrix B
</span><span class="comment">*</span><span class="comment">
</span> CALL <a name="SLASV2.238"></a><a href="slasv2.f.html#SLASV2.1">SLASV2</a>( B( 1, 1 ), B( 1, 2 ), B( 2, 2 ), R, T, SNR,
$ CSR, SNL, CSL )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Form (A,B) := Q(A,B)Z' where Q is left rotation matrix and
</span><span class="comment">*</span><span class="comment"> Z is right rotation matrix computed from <a name="SLASV2.242"></a><a href="slasv2.f.html#SLASV2.1">SLASV2</a>
</span><span class="comment">*</span><span class="comment">
</span> CALL SROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL )
CALL SROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL )
CALL SROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR )
CALL SROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR )
<span class="comment">*</span><span class="comment">
</span> B( 2, 1 ) = ZERO
B( 1, 2 ) = ZERO
<span class="comment">*</span><span class="comment">
</span> END IF
<span class="comment">*</span><span class="comment">
</span> END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> Unscaling
</span><span class="comment">*</span><span class="comment">
</span> A( 1, 1 ) = ANORM*A( 1, 1 )
A( 2, 1 ) = ANORM*A( 2, 1 )
A( 1, 2 ) = ANORM*A( 1, 2 )
A( 2, 2 ) = ANORM*A( 2, 2 )
B( 1, 1 ) = BNORM*B( 1, 1 )
B( 2, 1 ) = BNORM*B( 2, 1 )
B( 1, 2 ) = BNORM*B( 1, 2 )
B( 2, 2 ) = BNORM*B( 2, 2 )
<span class="comment">*</span><span class="comment">
</span> IF( WI.EQ.ZERO ) THEN
ALPHAR( 1 ) = A( 1, 1 )
ALPHAR( 2 ) = A( 2, 2 )
ALPHAI( 1 ) = ZERO
ALPHAI( 2 ) = ZERO
BETA( 1 ) = B( 1, 1 )
BETA( 2 ) = B( 2, 2 )
ELSE
ALPHAR( 1 ) = ANORM*WR1 / SCALE1 / BNORM
ALPHAI( 1 ) = ANORM*WI / SCALE1 / BNORM
ALPHAR( 2 ) = ALPHAR( 1 )
ALPHAI( 2 ) = -ALPHAI( 1 )
BETA( 1 ) = ONE
BETA( 2 ) = ONE
END IF
<span class="comment">*</span><span class="comment">
</span> RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment"> End of <a name="SLAGV2.285"></a><a href="slagv2.f.html#SLAGV2.1">SLAGV2</a>
</span><span class="comment">*</span><span class="comment">
</span> END
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