TY - JOUR
AU - Todd, A. D.
AB - Algorithm AS 60 and A. D. TODD D. N. SPARKS Audits of Great Britain Ltd Rothamsted Experimental Station Keywords: LATENT ROOTS AND VECTORS; EIGENVALUES; QL TECHNIQUE; TRIDIAGONALIZATION LANGUAGE ISO Fortran DESCRIPTION AND PURPOSE The subroutine TDIAG reduces a real symmetric matrix stored in lower triangular form to tridiagonal form, using Householder's reduction. The subroutine LRVT finds the latent roots and vectors of a symmetric tridiagonal matrix, given its diagonal elements and subdiagonal elements in two arrays, using QL transformations. The subroutine TDIAG is based on the Algol procedure TRED2 given in Martin et al. (1968), and the method is described there and more fully by Wilkinson (1965). The subroutine LR VT is based on the Algol procedure TQL2 given by Bowdler et al. (1968), who describe the method. These Algol procedures have now been published in book form-Wilkinson and Reinsch (1971). STRUCTURE AS 60.1 SUBROUTINE TDIAG (N, TaL, A, D, E, Z) Formal parameters N Integer input: order of the real symmetrix matrix A. TaL Real input: machine-dependent constant. Set equal to eta/precis where eta = the smallest positive number representable in the machine, and precis = the smallest posi­ tive number for which 1+precis # 1. A Real 
TI - Latent Roots and Vectors of a Symmetric Matrix
JF - Journal of the Royal Statistical Society Series C (Applied Statistics)
DO - 10.2307/2346932
DA - 1973-06-01
UR - https://www.deepdyve.com/lp/oxford-university-press/latent-roots-and-vectors-of-a-symmetric-matrix-G8INX3EiHN
SP - 260
EP - 265
VL - 22
IS - 2
DP - DeepDyve
ER -