Squashed 'third_party/eigen/' content from commit 61d72f6

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/blas/drotmg.f b/blas/drotmg.f
new file mode 100644
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--- /dev/null
+++ b/blas/drotmg.f
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+      SUBROUTINE DROTMG(DD1,DD2,DX1,DY1,DPARAM)
+*     .. Scalar Arguments ..
+      DOUBLE PRECISION DD1,DD2,DX1,DY1
+*     ..
+*     .. Array Arguments ..
+      DOUBLE PRECISION DPARAM(5)
+*     ..
+*
+*  Purpose
+*  =======
+*
+*     CONSTRUCT THE MODIFIED GIVENS TRANSFORMATION MATRIX H WHICH ZEROS
+*     THE SECOND COMPONENT OF THE 2-VECTOR  (DSQRT(DD1)*DX1,DSQRT(DD2)*
+*     DY2)**T.
+*     WITH DPARAM(1)=DFLAG, H HAS ONE OF THE FOLLOWING FORMS..
+*
+*     DFLAG=-1.D0     DFLAG=0.D0        DFLAG=1.D0     DFLAG=-2.D0
+*
+*       (DH11  DH12)    (1.D0  DH12)    (DH11  1.D0)    (1.D0  0.D0)
+*     H=(          )    (          )    (          )    (          )
+*       (DH21  DH22),   (DH21  1.D0),   (-1.D0 DH22),   (0.D0  1.D0).
+*     LOCATIONS 2-4 OF DPARAM CONTAIN DH11, DH21, DH12, AND DH22
+*     RESPECTIVELY. (VALUES OF 1.D0, -1.D0, OR 0.D0 IMPLIED BY THE
+*     VALUE OF DPARAM(1) ARE NOT STORED IN DPARAM.)
+*
+*     THE VALUES OF GAMSQ AND RGAMSQ SET IN THE DATA STATEMENT MAY BE
+*     INEXACT.  THIS IS OK AS THEY ARE ONLY USED FOR TESTING THE SIZE
+*     OF DD1 AND DD2.  ALL ACTUAL SCALING OF DATA IS DONE USING GAM.
+*
+*
+*  Arguments
+*  =========
+*
+*  DD1    (input/output) DOUBLE PRECISION
+*
+*  DD2    (input/output) DOUBLE PRECISION 
+*
+*  DX1    (input/output) DOUBLE PRECISION 
+*
+*  DY1    (input) DOUBLE PRECISION
+*
+*  DPARAM (input/output)  DOUBLE PRECISION array, dimension 5
+*     DPARAM(1)=DFLAG
+*     DPARAM(2)=DH11
+*     DPARAM(3)=DH21
+*     DPARAM(4)=DH12
+*     DPARAM(5)=DH22
+*
+*  =====================================================================
+*
+*     .. Local Scalars ..
+      DOUBLE PRECISION DFLAG,DH11,DH12,DH21,DH22,DP1,DP2,DQ1,DQ2,DTEMP,
+     +                 DU,GAM,GAMSQ,ONE,RGAMSQ,TWO,ZERO
+      INTEGER IGO
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC DABS
+*     ..
+*     .. Data statements ..
+*
+      DATA ZERO,ONE,TWO/0.D0,1.D0,2.D0/
+      DATA GAM,GAMSQ,RGAMSQ/4096.D0,16777216.D0,5.9604645D-8/
+*     ..
+
+      IF (.NOT.DD1.LT.ZERO) GO TO 10
+*       GO ZERO-H-D-AND-DX1..
+      GO TO 60
+   10 CONTINUE
+*     CASE-DD1-NONNEGATIVE
+      DP2 = DD2*DY1
+      IF (.NOT.DP2.EQ.ZERO) GO TO 20
+      DFLAG = -TWO
+      GO TO 260
+*     REGULAR-CASE..
+   20 CONTINUE
+      DP1 = DD1*DX1
+      DQ2 = DP2*DY1
+      DQ1 = DP1*DX1
+*
+      IF (.NOT.DABS(DQ1).GT.DABS(DQ2)) GO TO 40
+      DH21 = -DY1/DX1
+      DH12 = DP2/DP1
+*
+      DU = ONE - DH12*DH21
+*
+      IF (.NOT.DU.LE.ZERO) GO TO 30
+*         GO ZERO-H-D-AND-DX1..
+      GO TO 60
+   30 CONTINUE
+      DFLAG = ZERO
+      DD1 = DD1/DU
+      DD2 = DD2/DU
+      DX1 = DX1*DU
+*         GO SCALE-CHECK..
+      GO TO 100
+   40 CONTINUE
+      IF (.NOT.DQ2.LT.ZERO) GO TO 50
+*         GO ZERO-H-D-AND-DX1..
+      GO TO 60
+   50 CONTINUE
+      DFLAG = ONE
+      DH11 = DP1/DP2
+      DH22 = DX1/DY1
+      DU = ONE + DH11*DH22
+      DTEMP = DD2/DU
+      DD2 = DD1/DU
+      DD1 = DTEMP
+      DX1 = DY1*DU
+*         GO SCALE-CHECK
+      GO TO 100
+*     PROCEDURE..ZERO-H-D-AND-DX1..
+   60 CONTINUE
+      DFLAG = -ONE
+      DH11 = ZERO
+      DH12 = ZERO
+      DH21 = ZERO
+      DH22 = ZERO
+*
+      DD1 = ZERO
+      DD2 = ZERO
+      DX1 = ZERO
+*         RETURN..
+      GO TO 220
+*     PROCEDURE..FIX-H..
+   70 CONTINUE
+      IF (.NOT.DFLAG.GE.ZERO) GO TO 90
+*
+      IF (.NOT.DFLAG.EQ.ZERO) GO TO 80
+      DH11 = ONE
+      DH22 = ONE
+      DFLAG = -ONE
+      GO TO 90
+   80 CONTINUE
+      DH21 = -ONE
+      DH12 = ONE
+      DFLAG = -ONE
+   90 CONTINUE
+      GO TO IGO(120,150,180,210)
+*     PROCEDURE..SCALE-CHECK
+  100 CONTINUE
+  110 CONTINUE
+      IF (.NOT.DD1.LE.RGAMSQ) GO TO 130
+      IF (DD1.EQ.ZERO) GO TO 160
+      ASSIGN 120 TO IGO
+*              FIX-H..
+      GO TO 70
+  120 CONTINUE
+      DD1 = DD1*GAM**2
+      DX1 = DX1/GAM
+      DH11 = DH11/GAM
+      DH12 = DH12/GAM
+      GO TO 110
+  130 CONTINUE
+  140 CONTINUE
+      IF (.NOT.DD1.GE.GAMSQ) GO TO 160
+      ASSIGN 150 TO IGO
+*              FIX-H..
+      GO TO 70
+  150 CONTINUE
+      DD1 = DD1/GAM**2
+      DX1 = DX1*GAM
+      DH11 = DH11*GAM
+      DH12 = DH12*GAM
+      GO TO 140
+  160 CONTINUE
+  170 CONTINUE
+      IF (.NOT.DABS(DD2).LE.RGAMSQ) GO TO 190
+      IF (DD2.EQ.ZERO) GO TO 220
+      ASSIGN 180 TO IGO
+*              FIX-H..
+      GO TO 70
+  180 CONTINUE
+      DD2 = DD2*GAM**2
+      DH21 = DH21/GAM
+      DH22 = DH22/GAM
+      GO TO 170
+  190 CONTINUE
+  200 CONTINUE
+      IF (.NOT.DABS(DD2).GE.GAMSQ) GO TO 220
+      ASSIGN 210 TO IGO
+*              FIX-H..
+      GO TO 70
+  210 CONTINUE
+      DD2 = DD2/GAM**2
+      DH21 = DH21*GAM
+      DH22 = DH22*GAM
+      GO TO 200
+  220 CONTINUE
+      IF (DFLAG) 250,230,240
+  230 CONTINUE
+      DPARAM(3) = DH21
+      DPARAM(4) = DH12
+      GO TO 260
+  240 CONTINUE
+      DPARAM(2) = DH11
+      DPARAM(5) = DH22
+      GO TO 260
+  250 CONTINUE
+      DPARAM(2) = DH11
+      DPARAM(3) = DH21
+      DPARAM(4) = DH12
+      DPARAM(5) = DH22
+  260 CONTINUE
+      DPARAM(1) = DFLAG
+      RETURN
+      END