slag2.f (3)  Linux Man Pages
NAME
slag2.f 
SYNOPSIS
Functions/Subroutines
subroutine slag2 (A, LDA, B, LDB, SAFMIN, SCALE1, SCALE2, WR1, WR2, WI)
SLAG2 computes the eigenvalues of a 2by2 generalized eigenvalue problem, with scaling as necessary to avoid over/underflow.
Function/Subroutine Documentation
subroutine slag2 (real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB, realSAFMIN, realSCALE1, realSCALE2, realWR1, realWR2, realWI)
SLAG2 computes the eigenvalues of a 2by2 generalized eigenvalue problem, with scaling as necessary to avoid over/underflow.
Purpose:

SLAG2 computes the eigenvalues of a 2 x 2 generalized eigenvalue problem A  w B, with scaling as necessary to avoid over/underflow. The scaling factor "s" results in a modified eigenvalue equation s A  w B where s is a nonnegative scaling factor chosen so that w, w B, and s A do not overflow and, if possible, do not underflow, either.
Parameters:

A
A is REAL array, dimension (LDA, 2) On entry, the 2 x 2 matrix A. It is assumed that its 1norm is less than 1/SAFMIN. Entries less than sqrt(SAFMIN)*norm(A) are subject to being treated as zero.
LDALDA is INTEGER The leading dimension of the array A. LDA >= 2.
BB is REAL array, dimension (LDB, 2) On entry, the 2 x 2 upper triangular matrix B. It is assumed that the onenorm of B is less than 1/SAFMIN. The diagonals should be at least sqrt(SAFMIN) times the largest element of B (in absolute value); if a diagonal is smaller than that, then +/ sqrt(SAFMIN) will be used instead of that diagonal.
LDBLDB is INTEGER The leading dimension of the array B. LDB >= 2.
SAFMINSAFMIN is REAL The smallest positive number s.t. 1/SAFMIN does not overflow. (This should always be SLAMCH('S')  it is an argument in order to avoid having to call SLAMCH frequently.)
SCALE1SCALE1 is REAL A scaling factor used to avoid over/underflow in the eigenvalue equation which defines the first eigenvalue. If the eigenvalues are complex, then the eigenvalues are ( WR1 +/ WI i ) / SCALE1 (which may lie outside the exponent range of the machine), SCALE1=SCALE2, and SCALE1 will always be positive. If the eigenvalues are real, then the first (real) eigenvalue is WR1 / SCALE1 , but this may overflow or underflow, and in fact, SCALE1 may be zero or less than the underflow threshhold if the exact eigenvalue is sufficiently large.
SCALE2SCALE2 is REAL A scaling factor used to avoid over/underflow in the eigenvalue equation which defines the second eigenvalue. If the eigenvalues are complex, then SCALE2=SCALE1. If the eigenvalues are real, then the second (real) eigenvalue is WR2 / SCALE2 , but this may overflow or underflow, and in fact, SCALE2 may be zero or less than the underflow threshhold if the exact eigenvalue is sufficiently large.
WR1WR1 is REAL If the eigenvalue is real, then WR1 is SCALE1 times the eigenvalue closest to the (2,2) element of A B**(1). If the eigenvalue is complex, then WR1=WR2 is SCALE1 times the real part of the eigenvalues.
WR2WR2 is REAL If the eigenvalue is real, then WR2 is SCALE2 times the other eigenvalue. If the eigenvalue is complex, then WR1=WR2 is SCALE1 times the real part of the eigenvalues.
WIWI is REAL If the eigenvalue is real, then WI is zero. If the eigenvalue is complex, then WI is SCALE1 times the imaginary part of the eigenvalues. WI will always be nonnegative.
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 September 2012
Definition at line 156 of file slag2.f.
Author
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