Dlaev2.java
package org.mklab.sdpj.gpack.lapackwrap;
import org.mklab.nfc.matrix.ComplexNumericalMatrix;
import org.mklab.nfc.matrix.RealNumericalMatrix;
import org.mklab.nfc.scalar.ComplexNumericalScalar;
import org.mklab.nfc.scalar.RealNumericalScalar;
/**
* @author koga
* @version $Revision$, 2009/04/24
* @param <RS> type of real scalar
* @param <RM> type of real matrix
* @param <CS> type of complex scalar
* @param <CM> type of complex Matrix
*/
public class Dlaev2<RS extends RealNumericalScalar<RS, RM, CS, CM>, RM extends RealNumericalMatrix<RS, RM, CS, CM>, CS extends ComplexNumericalScalar<RS, RM, CS, CM>, CM extends ComplexNumericalMatrix<RS, RM, CS, CM>> {
/* -- LAPACK auxiliary routine (version 3.0) --
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
Courant Institute, Argonne National Lab, and Rice University
October 31, 1992
Purpose
=======
DLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix
[ A B ]
[ B C ].
On return, RT1 is the eigenvalue of larger absolute value, RT2 is the
eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right
eigenvector for RT1, giving the decomposition
[ CS1 SN1 ] [ A B ] [ CS1 -SN1 ] = [ RT1 0 ]
[-SN1 CS1 ] [ B C ] [ SN1 CS1 ] [ 0 RT2 ].
Arguments
=========
A (input) DOUBLE PRECISION
The (1,1) element of the 2-by-2 matrix.
B (input) DOUBLE PRECISION
The (1,2) element and the conjugate of the (2,1) element of
the 2-by-2 matrix.
C (input) DOUBLE PRECISION
The (2,2) element of the 2-by-2 matrix.
RT1 (output) DOUBLE PRECISION
The eigenvalue of larger absolute value.
RT2 (output) DOUBLE PRECISION
The eigenvalue of smaller absolute value.
CS1 (output) DOUBLE PRECISION
SN1 (output) DOUBLE PRECISION
The vector (CS1, SN1) is a unit right eigenvector for RT1.
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.
CS1 and SN1 are accurate to a few ulps barring over/underflow.
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.
=====================================================================
*/
/**
* @param a a
* @param b b
* @param c c
* @return result
*/
RS[] execute(RS a, RS b, RS c) {
final RS unit = a.createUnit();
RS sm = a.add(c);
RS df = a.subtract(c);
RS adf = df.abs();
RS tb = b.add(b);
RS ab = tb.abs();
RS acmn, acmx;
if ((a.abs()).isGreaterThan(c.abs())) {
acmx = a;
acmn = c;
} else {
acmx = c;
acmn = a;
}
RS rt;
if (adf.isGreaterThan(ab)) {
RS d1 = ab.divide(adf);
rt = adf.multiply((d1.multiply(d1)).add(1).sqrt());
} else if (adf.isLessThan(ab)) {
RS d1 = adf.divide(ab);
rt = ab.multiply((d1.multiply(d1)).add(1).sqrt());
} else {
// Includes case AB=ADF=0
rt = ab.multiply((unit.create(2)).sqrt());
}
RS rt1Temp;
RS rt2Temp;
int sgn1;
if (sm.isLessThan(0)) {
rt1Temp = (sm.subtract(rt)).divide(2);
sgn1 = -1;
/* Order of execution important.
* To get fully accurate smaller eigenvalue,
* next line needs to be executed in higher precision.
*/
rt2Temp = (acmx.divide(rt1Temp).multiply(acmn)).subtract(b.divide(rt1Temp).multiply(b));
} else if (sm.isGreaterThan(0)) {
rt1Temp = (sm.add(rt)).divide(2);
sgn1 = 1;
/* Order of execution important.
* To get fully accurate smaller eigenvalue,
* next line needs to be executed in higher precision.
*/
rt2Temp = (acmx.divide(rt1Temp).multiply(acmn)).subtract(b.divide(rt1Temp).multiply(b));
} else {
// Includes case RT1 = RT2 = 0
rt1Temp = rt.divide(2);
rt2Temp = rt.divide(2).unaryMinus();
sgn1 = 1;
}
// Compute the eigenvector
int sgn2;
RS cs;
if (df.isGreaterThanOrEquals(0)) {
cs = df.add(rt);
sgn2 = 1;
} else {
cs = df.subtract(rt);
sgn2 = -1;
}
RS cs1Temp;
RS sn1Temp;
RS acs = cs.abs();
if (acs.isGreaterThan(ab)) {
RS ct = (tb.unaryMinus()).divide(cs);
sn1Temp = unit.create(1).divide(((ct.multiply(ct)).add(1)).sqrt());
cs1Temp = ct.multiply(sn1Temp);
} else {
if (ab.isZero()) {
cs1Temp = unit.create(1);
sn1Temp = unit.create(0);
} else {
RS tn = (cs.unaryMinus()).divide(tb);
cs1Temp = unit.create(1).divide(((tn.multiply(tn)).add(1)).sqrt());
sn1Temp = tn.multiply(cs1Temp);
}
}
if (sgn1 == sgn2) {
RS tn = cs1Temp;
cs1Temp = sn1Temp.unaryMinus();
sn1Temp = tn;
}
RS[] ans = unit.createArray(4);
ans[0] = rt1Temp;
ans[1] = rt2Temp;
ans[2] = cs1Temp;
ans[3] = sn1Temp;
return ans;
}
}