Solving the Real Generalized Symmetric Eigenproblem by Simultaneous Iteration.

摘要

This report provides a USA Standard Fortran implementation of the simultaneous iteration algorithm for partial solution of the eigenvalue problem for a real matrix symmetric relative to a prescribed inner product. Also included is a brief discussion of the operation of the algorithm together with the solution of a sample problem executed using Fortran Extended, Version 4, under the NOS/BE operating system for the CDC 6600.