Argonne National Laboratory Reports

This working note is intended to help a person install and test LINPACK. The instructions are designed for a person whose responsibility is the maintenance of a mathematical software library. It is assumed that the reader has a working knowledge of the system job control language and some experience with numerical calculations. The installation process involves reading a magnetic tape, creating a library from the Fortran source, then running and examining the output of the test aids

Am algorithm for generalized matrix eigenvalue problems

http://deepblue.lib.umich.edu/bitstream/2027.42/6667/5/bac9269.0001.001.pdfhttp://deepblue.lib.umich.edu/bitstream/2027.42/6667/4/bac9269.0001.001.tx

Argonne National Laboratory Reports

This paper describes a computational method for improving the accuracy of a given eigenvalue and its associated eigenvector. The method is analogous to iterative improvement for the solution of linear systems. An iterative algorithm using working precision arithmetic is applied to increase the accuracy of the eigenpair. The only extended precision computation is the residual calculation. The method is related to inverse iteration and to Newton's method applied to the eigenvalue problem

Computer methods for mathematical computations

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