Algorithm 530: An Algorithm for Computing the Eigensystem of Skew-Symmetric Matrices and a Class of Symmetric Matrices [F2

Abstract

The set of Fortran subroutines discussed an implementation of the algorithm for finding the eigenvectors, x, and eigenvalues, lambda, such that Ax = lambdax, where A is a real skew-symmetric matrix or a real tridiagonal symmetric matrix with a constant diagonal. The algorithm uses only orthogonal similarity transformations and is believed to be the most efficient procedure available for computing all the eigenvalues or the complete eigensystem for the indicated classes of matrices. The three subroutines of the algorithm and their functions are described as follows: TRIZD--a subroutine that transforms an arbitrary real skew-symmetric matrix to skew-symmetric tridiagonal form by using orthogonal similarity transformations; IMZD--a subroutine that computes the eigenvalues and, optionally, the eigenvectors of a symmetric tridiagonal matrix with zeros on the diagonal or of a skew-symmetric tridiagonal matrix; TBAKZD--a subroutine that computes the eigenvectors of an arbitrary real skew-symmetric matrix by back-transforming the eigenvectors of the corresponding skew-symmetric tridiagonal matrix determined by TRIZD. The subroutines TRIZD, IMZD, and TBAKZD have been tested extensively on an IBM 360/91 computer using double precision arithmetic. Complete subroutine listings are available. (RWR)