CXML

LAPACK version 3.0

dlae2(3)

PURPOSE

DLAE2 - compute the eigenvalues of a 2-by-2 symmetric matrix [ A B ] [ B C ]

SYNTAX

SUBROUTINE DLAE2( A, B, C, RT1, RT2 ) DOUBLE PRECISION A, B, C, RT1, RT2

DESCRIPTION

DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix [ A B ] [ B C ]. On return, RT1 is the eigenvalue of larger absolute value, and RT2 is the eigenvalue of smaller absolute value.

ARGUMENTS

A (input) DOUBLE PRECISION The (1,1) element of the 2-by-2 matrix. B (input) DOUBLE PRECISION The (1,2) and (2,1) elements 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.

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. 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.

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