Algorithm 530: An Algorithm for Computing the Eigensystem of Skew-Symmetric Matrices and a Class of Symmetric Matrices [F2]

The set of Fortran subroutines given here is an implementation of the algorithm [3] for finding the eigenvectors x and eigenvalues )~ such that A x = hx, where'A is a real skew-symmetric matrix or a real tridiagonal symmetric matrix with a constant diagonal. The algorithm uses only orthogonal similarity transformations and is believed to be the most efficient procedure available for computing all the eigenvalues or the complete eigensystem for the indicated classes of matrices.