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PDP-10 Archives
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decuslib20-02
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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.