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Trailing-Edge - PDP-10 Archives - decus_20tap2_198111 - decus/20-0026/nroot.doc
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SUBROUTINE NROOT

PURPOSE
   COMPUTE EIGENVALUES AND EIGENVECTORS OF A REAL NONSYMMETRIC
   MATRIX OF THE FORM B-INVERSE TIMES A.  THIS SUBROUTINE IS
   NORMALLY CALLED BY SUBROUTINE CANOR IN PERFORMING A
   CANONICAL CORRELATION ANALYSIS.

USAGE
   CALL NROOT (M,A,B,XL,X)

DESCRIPTION OF PARAMETERS
   M  - ORDER OF SQUARE MATRICES A, B, AND X.
   A  - INPUT MATRIX (M X M).
   B  - INPUT MATRIX (M X M).
   XL - OUTPUT VECTOR OF LENGTH M CONTAINING EIGENVALUES OF
	B-INVERSE TIMES A.
   X  - OUTPUT MATRIX (M X M) CONTAINING EIGENVECTORS COLUMN-
	WISE.

REMARKS
   NONE

SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
   EIGEN

METHOD
   REFER TO W. W. COOLEY AND P. R. LOHNES, 'MULTIVARIATE PRO-
   CEDURES FOR THE BEHAVIORAL SCIENCES', JOHN WILEY AND SONS,
   1962, CHAPTER 3.