VARAH1 and VARAH2: Two Eigensystem Programs for General Real Matrices.
Abstract
The VARAH1 program computes an approximate eigensystem for a general real matrix A. VARAH1 computes the eigenvalues by applying the double-step QR algorithm after A has been reduced to Hessenberg form H. The eigenvectors are found by computing the eigenvectors of H using inverse iteration and then transforming them into those of A by a change of basis. The VARAH2 program refines a given eigensystem for A and provides error bounds for the improved eigensystem using a procedure suggested by Wilkinson. VARAH1 and VARAH2 are FORTRAN Extended adaptations (for the CDC 6700) of J. M. Varah's Extended ALGOL programs EIGENVALUESANDEIGENVECTORS and EIGENSYSTEMBOUNDS, respectively. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1971
- Accession Number
- AD0729646
Entities
People
- Donald A. Gignac