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From: mvm9745@acf4.UUCP (Michael V. Mascagni)
Newsgroups: net.math
Subject: Re: matrix diagonalization
Message-ID: <920004@acf4.UUCP>
Date: Mon, 6-May-85 09:06:00 EDT
Article-I.D.: acf4.920004
Posted: Mon May  6 09:06:00 1985
Date-Received: Tue, 7-May-85 21:31:41 EDT
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Organization: New York University
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/* acf4:net.math / edwardd@burdvax.UUCP (Edward Dougherty) /  2:18 pm  May  2, 1985 */

>  I am looking for a utility program that diagonalizes an NxN matrix
>(complex), ( also giving the eigenvalues and vectors).
>
>Ed Dougherty
>allegra ! psuvax ! burdvax ! edwardd

       Have you ever heard of the QR algorithm for the eigenvalue
       problem?  If you haven't you can look it up in most good
       texts on numerical methods.  The basis of the QR algorithm
       is the iterative QR decompostition of a matrix.  If you
       can't find a package for the QR algorithm as such, you can
       use the LINPACK QR Decomposition routine.  Also LINPACK has
       a singular value decomposition routine, which for an NxN
       matrix computes the right and left eigenvectors and the
       eigenvalues.
                               Good Hunting,
                               Michael Mascagni, CIMS