By B.T. Smith, J.M. Boyle, J.J. Dongarra, B.S. Garbow, Y. Ikebe, V.C. Klema, C.B. Moler
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Additional resources for Matrix Eigensystem Routines — EISPACK Guide
Example text
Upon completion of the path, M is set to the number of eigenvalues determined to lie in the interval defined by RLB and RUB and, provided M ~ M M , order in W. the eigenvalues are in ascending Note that, should the computed M be greater than MMj BISECT sets IERRnon-zero and does not compute any eigenvalues. This path leaves A unaltered. Suitable dimensions for the arrays are: fv2(n~), fv3(n~m), fv4(nm), fv5(r~), and A(~n,2), W(mm), fv2(nm), ivl (~). The array storage required to execute this path is 7N + M working precision words and M integer words.
8.
The first element in the first column is arbitrary. NE. NE. AGONAL ') , VALUES(W),VECTOR(Z)) This path returns the eigenvalues in ascending order and a set of orthonormal eigenvectors. Copying A into W and course which would otherwise be destroyed. fvl preserves A of EISPAC, however, preserves only the second column (diagonal elements) of A. Suitable dimensions for the arrays are: and A(nm,2), W(nm), Z(nm,nm), fvl (rim)° The array storage required to execute this path is N 2 + 4N working precision words.