Eigensystem computation for skew-symmetric matrices and a class of symmetric matrices. [Subroutines TRIZD, IMZD, and TBAKZD in FORTRAN for IBM 360/91 computer

Abstract

An algorithm is given for computing the eigenvalues and (optionally) the eigenvectors of either a skew-symmetric matrix or a symmetric tridiagonal matrix with constant diagonal. The algorithm uses only orthogonal similarity transformations, and is believed to be the most efficient algorithm available for computing all the eigenvalues or the complete eigensystem. 2 tables.