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Replace amos with slatec
279 lines
12 KiB
Fortran
279 lines
12 KiB
Fortran
*DECK EISDOC
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SUBROUTINE EISDOC
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C***BEGIN PROLOGUE EISDOC
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C***PURPOSE Documentation for EISPACK, a collection of subprograms for
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C solving matrix eigen-problems.
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C***LIBRARY SLATEC (EISPACK)
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C***CATEGORY D4, Z
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C***TYPE ALL (EISDOC-A)
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C***KEYWORDS EIGENVALUES, EIGENVECTORS, EISPACK
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C***AUTHOR Vandevender, W. H., (SNLA)
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C***DESCRIPTION
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C
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C **********EISPACK Routines**********
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C
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C single double complx
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C ------ ------ ------
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C
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C RS - CH Computes eigenvalues and, optionally,
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C eigenvectors of real symmetric
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C (complex Hermitian) matrix.
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C
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C RSP - - Compute eigenvalues and, optionally,
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C eigenvectors of real symmetric matrix
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C packed into a one dimensional array.
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C
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C RG - CG Computes eigenvalues and, optionally,
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C eigenvectors of a real (complex) general
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C matrix.
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C
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C BISECT - - Compute eigenvalues of symmetric tridiagonal
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C matrix given interval using Sturm sequencing.
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C
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C IMTQL1 - - Computes eigenvalues of symmetric tridiagonal
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C matrix implicit QL method.
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C
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C IMTQL2 - - Computes eigenvalues and eigenvectors of
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C symmetric tridiagonal matrix using
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C implicit QL method.
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C
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C IMTQLV - - Computes eigenvalues of symmetric tridiagonal
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C matrix by the implicit QL method.
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C Eigenvectors may be computed later.
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C
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C RATQR - - Computes largest or smallest eigenvalues
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C of symmetric tridiagonal matrix using
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C rational QR method with Newton correction.
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C
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C RST - - Compute eigenvalues and, optionally,
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C eigenvectors of real symmetric tridiagonal
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C matrix.
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C
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C RT - - Compute eigenvalues and eigenvectors of
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C a special real tridiagonal matrix.
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C
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C TQL1 - - Compute eigenvalues of symmetric tridiagonal
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C matrix by QL method.
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C
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C TQL2 - - Compute eigenvalues and eigenvectors
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C of symmetric tridiagonal matrix.
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C
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C TQLRAT - - Computes eigenvalues of symmetric
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C tridiagonal matrix a rational variant
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C of the QL method.
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C
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C TRIDIB - - Computes eigenvalues of symmetric
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C tridiagonal matrix given interval using
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C Sturm sequencing.
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C
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C TSTURM - - Computes eigenvalues of symmetric tridiagonal
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C matrix given interval and eigenvectors
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C by Sturm sequencing. This subroutine
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C is a translation of the ALGOL procedure
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C TRISTURM by Peters and Wilkinson. HANDBOOK
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C FOR AUTO. COMP., VOL.II-LINEAR ALGEBRA,
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C 418-439(1971).
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C
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C BQR - - Computes some of the eigenvalues of a real
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C symmetric matrix using the QR method with
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C shifts of origin.
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C
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C RSB - - Computes eigenvalues and, optionally,
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C eigenvectors of symmetric band matrix.
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C
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C RSG - - Computes eigenvalues and, optionally,
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C eigenvectors of symmetric generalized
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C eigenproblem: A*X=(LAMBDA)*B*X
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C
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C RSGAB - - Computes eigenvalues and, optionally,
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C eigenvectors of symmetric generalized
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C eigenproblem: A*B*X=(LAMBDA)*X
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C
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C RSGBA - - Computes eigenvalues and, optionally,
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C eigenvectors of symmetric generalized
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C eigenproblem: B*A*X=(LAMBDA)*X
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C
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C RGG - - Computes eigenvalues and eigenvectors
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C for real generalized eigenproblem:
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C A*X=(LAMBDA)*B*X.
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C
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C BALANC - CBAL Balances a general real (complex)
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C matrix and isolates eigenvalues whenever
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C possible.
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C
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C BANDR - - Reduces real symmetric band matrix
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C to symmetric tridiagonal matrix and,
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C optionally, accumulates orthogonal similarity
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C transformations.
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C
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C HTRID3 - - Reduces complex Hermitian (packed) matrix
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C to real symmetric tridiagonal matrix by unitary
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C similarity transformations.
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C
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C HTRIDI - - Reduces complex Hermitian matrix to real
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C symmetric tridiagonal matrix using unitary
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C similarity transformations.
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C
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C TRED1 - - Reduce real symmetric matrix to symmetric
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C tridiagonal matrix using orthogonal
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C similarity transformations.
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C
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C TRED2 - - Reduce real symmetric matrix to symmetric
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C tridiagonal matrix using and accumulating
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C orthogonal transformations.
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C
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C TRED3 - - Reduce symmetric matrix stored in packed
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C form to symmetric tridiagonal matrix using
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C orthogonal transformations.
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C
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C ELMHES - COMHES Reduces real (complex) general matrix to
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C upper Hessenberg form using stabilized
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C elementary similarity transformations.
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C
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C ORTHES - CORTH Reduces real (complex) general matrix to upper
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C Hessenberg form orthogonal (unitary)
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C similarity transformations.
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C
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C QZHES - - The first step of the QZ algorithm for solving
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C generalized matrix eigenproblems. Accepts
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C a pair of real general matrices and reduces
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C one of them to upper Hessenberg and the other
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C to upper triangular form using orthogonal
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C transformations. Usually followed by QZIT,
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C QZVAL, QZ
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C
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C QZIT - - The second step of the QZ algorithm for
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C generalized eigenproblems. Accepts an upper
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C Hessenberg and an upper triangular matrix
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C and reduces the former to quasi-triangular
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C form while preserving the form of the latter.
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C Usually preceded by QZHES and followed by QZVAL
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C and QZVEC.
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C
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C FIGI - - Transforms certain real non-symmetric
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C tridiagonal matrix to symmetric tridiagonal
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C matrix.
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C
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C FIGI2 - - Transforms certain real non-symmetric
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C tridiagonal matrix to symmetric tridiagonal
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C matrix.
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C
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C REDUC - - Reduces generalized symmetric eigenproblem
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C A*X=(LAMBDA)*B*X, to standard symmetric
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C eigenproblem using Cholesky factorization.
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C
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C REDUC2 - - Reduces certain generalized symmetric
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C eigenproblems standard symmetric eigenproblem,
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C using Cholesky factorization.
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C
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C - - COMLR Computes eigenvalues of a complex upper
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C Hessenberg matrix using the modified LR method.
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C
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C - - COMLR2 Computes eigenvalues and eigenvectors of
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C complex upper Hessenberg matrix using
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C modified LR method.
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C
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C HQR - COMQR Computes eigenvalues of a real (complex)
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C upper Hessenberg matrix using the QR method.
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C
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C HQR2 - COMQR2 Computes eigenvalues and eigenvectors of
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C real (complex) upper Hessenberg matrix
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C using QR method.
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C
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C INVIT - CINVIT Computes eigenvectors of real (complex)
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C Hessenberg matrix associated with specified
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C eigenvalues by inverse iteration.
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C
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C QZVAL - - The third step of the QZ algorithm for
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C generalized eigenproblems. Accepts a pair
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C of real matrices, one quasi-triangular form
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C and the other in upper triangular form and
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C computes the eigenvalues of the associated
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C eigenproblem. Usually preceded by QZHES,
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C QZIT, and followed by QZVEC.
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C
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C BANDV - - Forms eigenvectors of real symmetric band
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C matrix associated with a set of ordered
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C approximate eigenvalue by inverse iteration.
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C
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C QZVEC - - The optional fourth step of the QZ algorithm
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C for generalized eigenproblems. Accepts
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C a matrix in quasi-triangular form and another
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C in upper triangular and computes the
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C eigenvectors of the triangular problem
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C and transforms them back to the original
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C coordinates Usually preceded by QZHES, QZIT,
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C QZVAL.
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C
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C TINVIT - - Eigenvectors of symmetric tridiagonal
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C matrix corresponding to some specified
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C eigenvalues, using inverse iteration.
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C
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C BAKVEC - - Forms eigenvectors of certain real
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C non-symmetric tridiagonal matrix from
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C symmetric tridiagonal matrix output from FIGI.
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C
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C BALBAK - CBABK2 Forms eigenvectors of real (complex) general
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C matrix from eigenvectors of matrix output
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C from BALANC (CBAL).
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C
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C ELMBAK - COMBAK Forms eigenvectors of real (complex) general
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C matrix from eigenvectors of upper Hessenberg
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C matrix output from ELMHES (COMHES).
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C
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C ELTRAN - - Accumulates the stabilized elementary
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C similarity transformations used in the
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C reduction of a real general matrix to upper
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C Hessenberg form by ELMHES.
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C
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C HTRIB3 - - Computes eigenvectors of complex Hermitian
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C matrix from eigenvectors of real symmetric
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C tridiagonal matrix output from HTRID3.
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C
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C HTRIBK - - Forms eigenvectors of complex Hermitian
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C matrix from eigenvectors of real symmetric
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C tridiagonal matrix output from HTRIDI.
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C
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C ORTBAK - CORTB Forms eigenvectors of general real (complex)
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C matrix from eigenvectors of upper Hessenberg
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C matrix output from ORTHES (CORTH).
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C
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C ORTRAN - - Accumulates orthogonal similarity
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C transformations in reduction of real general
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C matrix by ORTHES.
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C
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C REBAK - - Forms eigenvectors of generalized symmetric
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C eigensystem from eigenvectors of derived
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C matrix output from REDUC or REDUC2.
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C
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C REBAKB - - Forms eigenvectors of generalized symmetric
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C eigensystem from eigenvectors of derived
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C matrix output from REDUC2
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C
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C TRBAK1 - - Forms the eigenvectors of real symmetric
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C matrix from eigenvectors of symmetric
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C tridiagonal matrix formed by TRED1.
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C
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C TRBAK3 - - Forms eigenvectors of real symmetric matrix
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C from the eigenvectors of symmetric tridiagonal
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C matrix formed by TRED3.
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C
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C MINFIT - - Compute Singular Value Decomposition
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C of rectangular matrix and solve related
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C Linear Least Squares problem.
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C
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C***REFERENCES B. T. Smith, J. M. Boyle, J. J. Dongarra, B. S. Garbow,
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C Y. Ikebe, V. C. Klema and C. B. Moler, Matrix Eigen-
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C system Routines - EISPACK Guide, Springer-Verlag,
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C 1976.
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C***ROUTINES CALLED (NONE)
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C***REVISION HISTORY (YYMMDD)
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C 811101 DATE WRITTEN
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C 861211 REVISION DATE from Version 3.2
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C 891214 Prologue converted to Version 4.0 format. (BAB)
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C 900723 PURPOSE section revised. (WRB)
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C 920501 Reformatted the REFERENCES section. (WRB)
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C***END PROLOGUE EISDOC
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C***FIRST EXECUTABLE STATEMENT EISDOC
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RETURN
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END
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