slaev23lapack
Computes the eigendecomposition of a 2-by-2 symmetric matrix [ a b ] [ b c ]
Usage
- SUBROUTINE SLAEV2(
-
A, B, C, RT1, RT2, CS1, SN1 )
- REAL
-
A, B, C, CS1, RT1, RT2, SN1
Purpose
SLAEV2 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) REAL
|
The (1,1) element of the 2-by-2 matrix. |
|---|---|
B (input) REAL
|
The (1,2) element and the conjugate of the (2,1) element of the 2-by-2 matrix. |
C (input) REAL
|
The (2,2) element of the 2-by-2 matrix. |
RT1 (output) REAL
|
The eigenvalue of larger absolute value. |
RT2 (output) REAL
|
The eigenvalue of smaller absolute value. |
CS1 (output) REAL
|
SN1 (output) REAL 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.