# lag2 - Man Page

lag2: 2x2 eig

## Synopsis

### Functions

subroutine dlag2 (a, lda, b, ldb, safmin, scale1, scale2, wr1, wr2, wi)
DLAG2 computes the eigenvalues of a 2-by-2 generalized eigenvalue problem, with scaling as necessary to avoid over-/underflow.
subroutine slag2 (a, lda, b, ldb, safmin, scale1, scale2, wr1, wr2, wi)
SLAG2 computes the eigenvalues of a 2-by-2 generalized eigenvalue problem, with scaling as necessary to avoid over-/underflow.

## Function Documentation

### subroutine dlag2 (double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision safmin, double precision scale1, double precision scale2, double precision wr1, double precision wr2, double precision wi)

DLAG2 computes the eigenvalues of a 2-by-2 generalized eigenvalue problem, with scaling as necessary to avoid over-/underflow.

Purpose:

``` DLAG2 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 non-negative 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 DOUBLE PRECISION array, dimension (LDA, 2)
On entry, the 2 x 2 matrix A.  It is assumed that its 1-norm
is less than 1/SAFMIN.  Entries less than
sqrt(SAFMIN)*norm(A) are subject to being treated as zero.```

LDA

```          LDA is INTEGER
The leading dimension of the array A.  LDA >= 2.```

B

```          B is DOUBLE PRECISION array, dimension (LDB, 2)
On entry, the 2 x 2 upper triangular matrix B.  It is
assumed that the one-norm 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.```

LDB

```          LDB is INTEGER
The leading dimension of the array B.  LDB >= 2.```

SAFMIN

```          SAFMIN is DOUBLE PRECISION
The smallest positive number s.t. 1/SAFMIN does not
overflow.  (This should always be DLAMCH('S') -- it is an
argument in order to avoid having to call DLAMCH frequently.)```

SCALE1

```          SCALE1 is DOUBLE PRECISION
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 threshold if the exact eigenvalue
is sufficiently large.```

SCALE2

```          SCALE2 is DOUBLE PRECISION
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
threshold if the exact eigenvalue is sufficiently large.```

WR1

```          WR1 is DOUBLE PRECISION
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.```

WR2

```          WR2 is DOUBLE PRECISION
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.```

WI

```          WI is DOUBLE PRECISION
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 non-negative.```
Author

Univ. of Tennessee

Univ. of California Berkeley

NAG Ltd.

Definition at line 154 of file dlag2.f.

### subroutine slag2 (real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b, integer ldb, real safmin, real scale1, real scale2, real wr1, real wr2, real wi)

SLAG2 computes the eigenvalues of a 2-by-2 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 non-negative 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 1-norm
is less than 1/SAFMIN.  Entries less than
sqrt(SAFMIN)*norm(A) are subject to being treated as zero.```

LDA

```          LDA is INTEGER
The leading dimension of the array A.  LDA >= 2.```

B

```          B is REAL array, dimension (LDB, 2)
On entry, the 2 x 2 upper triangular matrix B.  It is
assumed that the one-norm 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.```

LDB

```          LDB is INTEGER
The leading dimension of the array B.  LDB >= 2.```

SAFMIN

```          SAFMIN 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.)```

SCALE1

```          SCALE1 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 threshold if the exact eigenvalue
is sufficiently large.```

SCALE2

```          SCALE2 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
threshold if the exact eigenvalue is sufficiently large.```

WR1

```          WR1 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.```

WR2

```          WR2 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.```

WI

```          WI 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 non-negative.```
Author

Univ. of Tennessee

Univ. of California Berkeley