TOMS343
Eigenvalues and Eigenvectors of a Real General Matrix
TOMS343
is a FORTRAN77 library which
implements ACM TOMS algorithm 343, for computing the eigenvalues
and eigenvectors of a real general matrix.
The text of many ACM TOMS algorithms is available online
through ACM:
http://www.acm.org/pubs/calgo
or NETLIB:
http://www.netlib.org/toms/index.html.
Usage:

call eigenp ( n, nm, a, t, evr, evi, vecr, veci, indic )

N is the order of the matrix, NM is the leading
dimension of the two dimensional arrays (which must be at least
equal to N), A(NM,N) contains the matrix on input,
but the contents are destroyed on output, t is a real
value equal to the number of binary digits of a single precision
floating point number (23, for instance); EVR and EVI
contain the real and imaginary parts of the eigenvalues, while
the columns of VECR and VECI contain the real and
imaginary parts of the eigenvectors, and INDIC is an
integer vector of length N which indicates success or
failure for each of the N eigenvalue/eigenvector computations.
Languages:
TOMS343 is available in
a FORTRAN77 version.
Related Data and Programs:
EISPACK,
a FORTRAN90 library which
handle eigenvalue and eigenvector computations.
LAPACK_EXAMPLES,
a FORTRAN90 program which
demonstrates the use of the LAPACK linear algebra library.
TOMS384,
a FORTRAN77 routine which
computes the eigenvalues and eigenvectors
of a symmetric matrix.
Reference:

J Grad, MA Brebner,
Algorithm 343: Eigenvalues and Eigenvectors of a Real
General Matrix,
Communications of the ACM,
Volume 11, Number 12, December 1968, pages 820826.
Source Code:
Examples and Tests:
List of Routines:

EIGENP computes the eigenvalues and eigenvectors
of a real general matrix;

SCALE scales the matrix so that it is balanced;

HESQR applies the QR method to the matrix to find the
eigenvalues;

REALVE computes eigenvectors associated with a
real eigenvalue;

COMPVE computes eigenvectors associated with a
complex eigenvalue;
You can go up one level to
the FORTRAN77 source codes.
Last revised on 20 January 2006.