slaed5.f.html

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      SUBROUTINE <a name="SLAED5.1"></a><a href="slaed5.f.html#SLAED5.1">SLAED5</a>( I, D, Z, DELTA, RHO, DLAM )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  -- LAPACK routine (version 3.1) --
</span><span class="comment">*</span><span class="comment">     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment">     November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Scalar Arguments ..
</span>      INTEGER            I
      REAL               DLAM, RHO
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Array Arguments ..
</span>      REAL               D( 2 ), DELTA( 2 ), Z( 2 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Purpose
</span><span class="comment">*</span><span class="comment">  =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  This subroutine computes the I-th eigenvalue of a symmetric rank-one
</span><span class="comment">*</span><span class="comment">  modification of a 2-by-2 diagonal matrix
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">             diag( D )  +  RHO *  Z * transpose(Z) .
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  The diagonal elements in the array D are assumed to satisfy
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">             D(i) &lt; D(j)  for  i &lt; j .
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  We also assume RHO &gt; 0 and that the Euclidean norm of the vector
</span><span class="comment">*</span><span class="comment">  Z is one.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Arguments
</span><span class="comment">*</span><span class="comment">  =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  I      (input) INTEGER
</span><span class="comment">*</span><span class="comment">         The index of the eigenvalue to be computed.  I = 1 or I = 2.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  D      (input) REAL array, dimension (2)
</span><span class="comment">*</span><span class="comment">         The original eigenvalues.  We assume D(1) &lt; D(2).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Z      (input) REAL array, dimension (2)
</span><span class="comment">*</span><span class="comment">         The components of the updating vector.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  DELTA  (output) REAL array, dimension (2)
</span><span class="comment">*</span><span class="comment">         The vector DELTA contains the information necessary
</span><span class="comment">*</span><span class="comment">         to construct the eigenvectors.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  RHO    (input) REAL
</span><span class="comment">*</span><span class="comment">         The scalar in the symmetric updating formula.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  DLAM   (output) REAL
</span><span class="comment">*</span><span class="comment">         The computed lambda_I, the I-th updated eigenvalue.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Further Details
</span><span class="comment">*</span><span class="comment">  ===============
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Based on contributions by
</span><span class="comment">*</span><span class="comment">     Ren-Cang Li, Computer Science Division, University of California
</span><span class="comment">*</span><span class="comment">     at Berkeley, USA
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Parameters ..
</span>      REAL               ZERO, ONE, TWO, FOUR
      PARAMETER          ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0,
     $                   FOUR = 4.0E0 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Scalars ..
</span>      REAL               B, C, DEL, TAU, TEMP, W
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          ABS, SQRT
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span>      DEL = D( 2 ) - D( 1 )
      IF( I.EQ.1 ) THEN
         W = ONE + TWO*RHO*( Z( 2 )*Z( 2 )-Z( 1 )*Z( 1 ) ) / DEL
         IF( W.GT.ZERO ) THEN
            B = DEL + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
            C = RHO*Z( 1 )*Z( 1 )*DEL
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           B &gt; ZERO, always
</span><span class="comment">*</span><span class="comment">
</span>            TAU = TWO*C / ( B+SQRT( ABS( B*B-FOUR*C ) ) )
            DLAM = D( 1 ) + TAU
            DELTA( 1 ) = -Z( 1 ) / TAU
            DELTA( 2 ) = Z( 2 ) / ( DEL-TAU )
         ELSE
            B = -DEL + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
            C = RHO*Z( 2 )*Z( 2 )*DEL
            IF( B.GT.ZERO ) THEN
               TAU = -TWO*C / ( B+SQRT( B*B+FOUR*C ) )
            ELSE
               TAU = ( B-SQRT( B*B+FOUR*C ) ) / TWO
            END IF
            DLAM = D( 2 ) + TAU
            DELTA( 1 ) = -Z( 1 ) / ( DEL+TAU )
            DELTA( 2 ) = -Z( 2 ) / TAU
         END IF
         TEMP = SQRT( DELTA( 1 )*DELTA( 1 )+DELTA( 2 )*DELTA( 2 ) )
         DELTA( 1 ) = DELTA( 1 ) / TEMP
         DELTA( 2 ) = DELTA( 2 ) / TEMP
      ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Now I=2
</span><span class="comment">*</span><span class="comment">
</span>         B = -DEL + RHO*( Z( 1 )*Z( 1 )+Z( 2 )*Z( 2 ) )
         C = RHO*Z( 2 )*Z( 2 )*DEL
         IF( B.GT.ZERO ) THEN
            TAU = ( B+SQRT( B*B+FOUR*C ) ) / TWO
         ELSE
            TAU = TWO*C / ( -B+SQRT( B*B+FOUR*C ) )
         END IF
         DLAM = D( 2 ) + TAU
         DELTA( 1 ) = -Z( 1 ) / ( DEL+TAU )
         DELTA( 2 ) = -Z( 2 ) / TAU
         TEMP = SQRT( DELTA( 1 )*DELTA( 1 )+DELTA( 2 )*DELTA( 2 ) )
         DELTA( 1 ) = DELTA( 1 ) / TEMP
         DELTA( 2 ) = DELTA( 2 ) / TEMP
      END IF
      RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     End OF <a name="SLAED5.122"></a><a href="slaed5.f.html#SLAED5.1">SLAED5</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

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