eisdoc.f 12 KB

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  1. *DECK EISDOC
  2. SUBROUTINE EISDOC
  3. C***BEGIN PROLOGUE EISDOC
  4. C***PURPOSE Documentation for EISPACK, a collection of subprograms for
  5. C solving matrix eigen-problems.
  6. C***LIBRARY SLATEC (EISPACK)
  7. C***CATEGORY D4, Z
  8. C***TYPE ALL (EISDOC-A)
  9. C***KEYWORDS EIGENVALUES, EIGENVECTORS, EISPACK
  10. C***AUTHOR Vandevender, W. H., (SNLA)
  11. C***DESCRIPTION
  12. C
  13. C **********EISPACK Routines**********
  14. C
  15. C single double complx
  16. C ------ ------ ------
  17. C
  18. C RS - CH Computes eigenvalues and, optionally,
  19. C eigenvectors of real symmetric
  20. C (complex Hermitian) matrix.
  21. C
  22. C RSP - - Compute eigenvalues and, optionally,
  23. C eigenvectors of real symmetric matrix
  24. C packed into a one dimensional array.
  25. C
  26. C RG - CG Computes eigenvalues and, optionally,
  27. C eigenvectors of a real (complex) general
  28. C matrix.
  29. C
  30. C BISECT - - Compute eigenvalues of symmetric tridiagonal
  31. C matrix given interval using Sturm sequencing.
  32. C
  33. C IMTQL1 - - Computes eigenvalues of symmetric tridiagonal
  34. C matrix implicit QL method.
  35. C
  36. C IMTQL2 - - Computes eigenvalues and eigenvectors of
  37. C symmetric tridiagonal matrix using
  38. C implicit QL method.
  39. C
  40. C IMTQLV - - Computes eigenvalues of symmetric tridiagonal
  41. C matrix by the implicit QL method.
  42. C Eigenvectors may be computed later.
  43. C
  44. C RATQR - - Computes largest or smallest eigenvalues
  45. C of symmetric tridiagonal matrix using
  46. C rational QR method with Newton correction.
  47. C
  48. C RST - - Compute eigenvalues and, optionally,
  49. C eigenvectors of real symmetric tridiagonal
  50. C matrix.
  51. C
  52. C RT - - Compute eigenvalues and eigenvectors of
  53. C a special real tridiagonal matrix.
  54. C
  55. C TQL1 - - Compute eigenvalues of symmetric tridiagonal
  56. C matrix by QL method.
  57. C
  58. C TQL2 - - Compute eigenvalues and eigenvectors
  59. C of symmetric tridiagonal matrix.
  60. C
  61. C TQLRAT - - Computes eigenvalues of symmetric
  62. C tridiagonal matrix a rational variant
  63. C of the QL method.
  64. C
  65. C TRIDIB - - Computes eigenvalues of symmetric
  66. C tridiagonal matrix given interval using
  67. C Sturm sequencing.
  68. C
  69. C TSTURM - - Computes eigenvalues of symmetric tridiagonal
  70. C matrix given interval and eigenvectors
  71. C by Sturm sequencing. This subroutine
  72. C is a translation of the ALGOL procedure
  73. C TRISTURM by Peters and Wilkinson. HANDBOOK
  74. C FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA,
  75. C 418-439(1971).
  76. C
  77. C BQR - - Computes some of the eigenvalues of a real
  78. C symmetric matrix using the QR method with
  79. C shifts of origin.
  80. C
  81. C RSB - - Computes eigenvalues and, optionally,
  82. C eigenvectors of symmetric band matrix.
  83. C
  84. C RSG - - Computes eigenvalues and, optionally,
  85. C eigenvectors of symmetric generalized
  86. C eigenproblem: A*X=(LAMBDA)*B*X
  87. C
  88. C RSGAB - - Computes eigenvalues and, optionally,
  89. C eigenvectors of symmetric generalized
  90. C eigenproblem: A*B*X=(LAMBDA)*X
  91. C
  92. C RSGBA - - Computes eigenvalues and, optionally,
  93. C eigenvectors of symmetric generalized
  94. C eigenproblem: B*A*X=(LAMBDA)*X
  95. C
  96. C RGG - - Computes eigenvalues and eigenvectors
  97. C for real generalized eigenproblem:
  98. C A*X=(LAMBDA)*B*X.
  99. C
  100. C BALANC - CBAL Balances a general real (complex)
  101. C matrix and isolates eigenvalues whenever
  102. C possible.
  103. C
  104. C BANDR - - Reduces real symmetric band matrix
  105. C to symmetric tridiagonal matrix and,
  106. C optionally, accumulates orthogonal similarity
  107. C transformations.
  108. C
  109. C HTRID3 - - Reduces complex Hermitian (packed) matrix
  110. C to real symmetric tridiagonal matrix by unitary
  111. C similarity transformations.
  112. C
  113. C HTRIDI - - Reduces complex Hermitian matrix to real
  114. C symmetric tridiagonal matrix using unitary
  115. C similarity transformations.
  116. C
  117. C TRED1 - - Reduce real symmetric matrix to symmetric
  118. C tridiagonal matrix using orthogonal
  119. C similarity transformations.
  120. C
  121. C TRED2 - - Reduce real symmetric matrix to symmetric
  122. C tridiagonal matrix using and accumulating
  123. C orthogonal transformations.
  124. C
  125. C TRED3 - - Reduce symmetric matrix stored in packed
  126. C form to symmetric tridiagonal matrix using
  127. C orthogonal transformations.
  128. C
  129. C ELMHES - COMHES Reduces real (complex) general matrix to
  130. C upper Hessenberg form using stabilized
  131. C elementary similarity transformations.
  132. C
  133. C ORTHES - CORTH Reduces real (complex) general matrix to upper
  134. C Hessenberg form orthogonal (unitary)
  135. C similarity transformations.
  136. C
  137. C QZHES - - The first step of the QZ algorithm for solving
  138. C generalized matrix eigenproblems. Accepts
  139. C a pair of real general matrices and reduces
  140. C one of them to upper Hessenberg and the other
  141. C to upper triangular form using orthogonal
  142. C transformations. Usually followed by QZIT,
  143. C QZVAL, QZ
  144. C
  145. C QZIT - - The second step of the QZ algorithm for
  146. C generalized eigenproblems. Accepts an upper
  147. C Hessenberg and an upper triangular matrix
  148. C and reduces the former to quasi-triangular
  149. C form while preserving the form of the latter.
  150. C Usually preceded by QZHES and followed by QZVAL
  151. C and QZVEC.
  152. C
  153. C FIGI - - Transforms certain real non-symmetric
  154. C tridiagonal matrix to symmetric tridiagonal
  155. C matrix.
  156. C
  157. C FIGI2 - - Transforms certain real non-symmetric
  158. C tridiagonal matrix to symmetric tridiagonal
  159. C matrix.
  160. C
  161. C REDUC - - Reduces generalized symmetric eigenproblem
  162. C A*X=(LAMBDA)*B*X, to standard symmetric
  163. C eigenproblem using Cholesky factorization.
  164. C
  165. C REDUC2 - - Reduces certain generalized symmetric
  166. C eigenproblems standard symmetric eigenproblem,
  167. C using Cholesky factorization.
  168. C
  169. C - - COMLR Computes eigenvalues of a complex upper
  170. C Hessenberg matrix using the modified LR method.
  171. C
  172. C - - COMLR2 Computes eigenvalues and eigenvectors of
  173. C complex upper Hessenberg matrix using
  174. C modified LR method.
  175. C
  176. C HQR - COMQR Computes eigenvalues of a real (complex)
  177. C upper Hessenberg matrix using the QR method.
  178. C
  179. C HQR2 - COMQR2 Computes eigenvalues and eigenvectors of
  180. C real (complex) upper Hessenberg matrix
  181. C using QR method.
  182. C
  183. C INVIT - CINVIT Computes eigenvectors of real (complex)
  184. C Hessenberg matrix associated with specified
  185. C eigenvalues by inverse iteration.
  186. C
  187. C QZVAL - - The third step of the QZ algorithm for
  188. C generalized eigenproblems. Accepts a pair
  189. C of real matrices, one quasi-triangular form
  190. C and the other in upper triangular form and
  191. C computes the eigenvalues of the associated
  192. C eigenproblem. Usually preceded by QZHES,
  193. C QZIT, and followed by QZVEC.
  194. C
  195. C BANDV - - Forms eigenvectors of real symmetric band
  196. C matrix associated with a set of ordered
  197. C approximate eigenvalue by inverse iteration.
  198. C
  199. C QZVEC - - The optional fourth step of the QZ algorithm
  200. C for generalized eigenproblems. Accepts
  201. C a matrix in quasi-triangular form and another
  202. C in upper triangular and computes the
  203. C eigenvectors of the triangular problem
  204. C and transforms them back to the original
  205. C coordinates Usually preceded by QZHES, QZIT,
  206. C QZVAL.
  207. C
  208. C TINVIT - - Eigenvectors of symmetric tridiagonal
  209. C matrix corresponding to some specified
  210. C eigenvalues, using inverse iteration.
  211. C
  212. C BAKVEC - - Forms eigenvectors of certain real
  213. C non-symmetric tridiagonal matrix from
  214. C symmetric tridiagonal matrix output from FIGI.
  215. C
  216. C BALBAK - CBABK2 Forms eigenvectors of real (complex) general
  217. C matrix from eigenvectors of matrix output
  218. C from BALANC (CBAL).
  219. C
  220. C ELMBAK - COMBAK Forms eigenvectors of real (complex) general
  221. C matrix from eigenvectors of upper Hessenberg
  222. C matrix output from ELMHES (COMHES).
  223. C
  224. C ELTRAN - - Accumulates the stabilized elementary
  225. C similarity transformations used in the
  226. C reduction of a real general matrix to upper
  227. C Hessenberg form by ELMHES.
  228. C
  229. C HTRIB3 - - Computes eigenvectors of complex Hermitian
  230. C matrix from eigenvectors of real symmetric
  231. C tridiagonal matrix output from HTRID3.
  232. C
  233. C HTRIBK - - Forms eigenvectors of complex Hermitian
  234. C matrix from eigenvectors of real symmetric
  235. C tridiagonal matrix output from HTRIDI.
  236. C
  237. C ORTBAK - CORTB Forms eigenvectors of general real (complex)
  238. C matrix from eigenvectors of upper Hessenberg
  239. C matrix output from ORTHES (CORTH).
  240. C
  241. C ORTRAN - - Accumulates orthogonal similarity
  242. C transformations in reduction of real general
  243. C matrix by ORTHES.
  244. C
  245. C REBAK - - Forms eigenvectors of generalized symmetric
  246. C eigensystem from eigenvectors of derived
  247. C matrix output from REDUC or REDUC2.
  248. C
  249. C REBAKB - - Forms eigenvectors of generalized symmetric
  250. C eigensystem from eigenvectors of derived
  251. C matrix output from REDUC2
  252. C
  253. C TRBAK1 - - Forms the eigenvectors of real symmetric
  254. C matrix from eigenvectors of symmetric
  255. C tridiagonal matrix formed by TRED1.
  256. C
  257. C TRBAK3 - - Forms eigenvectors of real symmetric matrix
  258. C from the eigenvectors of symmetric tridiagonal
  259. C matrix formed by TRED3.
  260. C
  261. C MINFIT - - Compute Singular Value Decomposition
  262. C of rectangular matrix and solve related
  263. C Linear Least Squares problem.
  264. C
  265. C***REFERENCES B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow,
  266. C Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen-
  267. C system Routines - EISPACK Guide, Springer-Verlag,
  268. C 1976.
  269. C***ROUTINES CALLED (NONE)
  270. C***REVISION HISTORY (YYMMDD)
  271. C 811101 DATE WRITTEN
  272. C 861211 REVISION DATE from Version 3.2
  273. C 891214 Prologue converted to Version 4.0 format. (BAB)
  274. C 900723 PURPOSE section revised. (WRB)
  275. C 920501 Reformatted the REFERENCES section. (WRB)
  276. C***END PROLOGUE EISDOC
  277. C***FIRST EXECUTABLE STATEMENT EISDOC
  278. RETURN
  279. END