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253. CEIGEN: Eigenvalues and Eigenvectors of a Complex
Hermitean Matrix
by W. E. Baylis, Department of Physics, University of Windsor, Windsor, Ontario, Canada CEIGEN uses the Jacobi method extended to Hermitean matrices. Basically, the pair of largest off-diagonal elements is eliminated by a complex 2 x 2 rotation. The process is repeated until all off-diagonal elements are less than (||CA|| * 10-12)/N, where ||CA|| is the norm of the original matrix CA. Coding for CEIGEN is modeled after that for the IBM scientific subroutine EIGEN for real symmetric matrices (see IBM Publication H20-204: System 360 Scientific Subroutine Package). In CEIGEN, however, eigenvalues are arranged in ascending rather than descending order. The method has high stability. FORTRAN IV (IBM 360/370) Lines of Code: 229 Recommended Citation: W. E. Baylis, QCPE 11, 253 (1974). |