Trailing-Edge
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decuslib20-02
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decus/20-0026/ateig.doc
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SUBROUTINE ATEIG
PURPOSE
COMPUTE THE EIGENVALUES OF A REAL ALMOST TRIANGULAR MATRIX
USAGE
CALL ATEIG(M,A,RR,RI,IANA,IA)
DESCRIPTION OF THE PARAMETERS
M ORDER OF THE MATRIX
A THE INPUT MATRIX, M BY M
RR VECTOR CONTAINING THE REAL PARTS OF THE EIGENVALUES
ON RETURN
RI VECTOR CONTAINING THE IMAGINARY PARTS OF THE EIGEN-
VALUES ON RETURN
IANA VECTOR WHOSE DIMENSION MUST BE GREATER THAN OR EQUAL
TO M, CONTAINING ON RETURN INDICATIONS ABOUT THE WAY
THE EIGENVALUES APPEARED (SEE MATH. DESCRIPTION)
IA SIZE OF THE FIRST DIMENSION ASSIGNED TO THE ARRAY A
IN THE CALLING PROGRAM WHEN THE MATRIX IS IN DOUBLE
SUBSCRIPTED DATA STORAGE MODE.
IA=M WHEN THE MATRIX IS IN SSP VECTOR STORAGE MODE.
REMARKS
THE ORIGINAL MATRIX IS DESTROYED
THE DIMENSION OF RR AND RI MUST BE GREATER OR EQUAL TO M
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
QR DOUBLE ITERATION
REFERENCES
J.G.F. FRANCIS - THE QR TRANSFORMATION---THE COMPUTER
JOURNAL, VOL. 4, NO. 3, OCTOBER 1961, VOL. 4, NO. 4, JANUARY
1962. J. H. WILKINSON - THE ALGEBRAIC EIGENVALUE PROBLEM -
CLARENDON PRESS, OXFORD, 1965.