SYNOPSIS
- SUBROUTINE DLAGV2(
- A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, CSL, SNL, CSR, SNR )
- INTEGER LDA, LDB
- DOUBLE PRECISION CSL, CSR, SNL, SNR
- DOUBLE PRECISION A( LDA, * ), ALPHAI( 2 ), ALPHAR( 2 ), B( LDB, * ), BETA( 2 )
PURPOSE
DLAGV2 computes the Generalized Schur factorization of a real 2-by-2 matrix pencil (A,B) where B is upper triangular. This routine computes orthogonal (rotation) matrices given by CSL, SNL and CSR, SNR such that1) if the pencil (A,B) has two real eigenvalues (include 0/0 or 1/0
types), then
[ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
[ 0 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
[ b11 b12 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
[ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ], 2) if the pencil (A,B) has a pair of complex conjugate eigenvalues,
then
[ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ]
[ a21 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ]
[ b11 0 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ]
[ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ]
where b11 >= b22 > 0.
ARGUMENTS
- A (input/output) DOUBLE PRECISION array, dimension (LDA, 2)
- On entry, the 2 x 2 matrix A. On exit, A is overwritten by the ``A-part'' of the generalized Schur form.
- LDA (input) INTEGER
- THe leading dimension of the array A. LDA >= 2.
- B (input/output) DOUBLE PRECISION array, dimension (LDB, 2)
- On entry, the upper triangular 2 x 2 matrix B. On exit, B is overwritten by the ``B-part'' of the generalized Schur form.
- LDB (input) INTEGER
- THe leading dimension of the array B. LDB >= 2.
- ALPHAR (output) DOUBLE PRECISION array, dimension (2)
- ALPHAI (output) DOUBLE PRECISION array, dimension (2) BETA (output) DOUBLE PRECISION array, dimension (2) (ALPHAR(k)+i*ALPHAI(k))/BETA(k) are the eigenvalues of the pencil (A,B), k=1,2, i = sqrt(-1). Note that BETA(k) may be zero.
- CSL (output) DOUBLE PRECISION
- The cosine of the left rotation matrix.
- SNL (output) DOUBLE PRECISION
- The sine of the left rotation matrix.
- CSR (output) DOUBLE PRECISION
- The cosine of the right rotation matrix.
- SNR (output) DOUBLE PRECISION
- The sine of the right rotation matrix.
FURTHER DETAILS
Based on contributions byMark Fahey, Department of Mathematics, Univ. of Kentucky, USA