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decuslib20-02
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decus/20-0026/hsbg.doc
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SUBROUTINE HSBG
PURPOSE
TO REDUCE A REAL MATRIX INTO UPPER ALMOST TRIANGULAR FORM
USAGE
CALL HSBG(N,A,IA)
DESCRIPTION OF THE PARAMETERS
N ORDER OF THE MATRIX
A THE INPUT MATRIX, N BY N
IA SIZE OF THE FIRST DIMENSION ASSIGNED TO THE ARRAY
A IN THE CALLING PROGRAM WHEN THE MATRIX IS IN
DOUBLE SUBSCRIPTED DATA STORAGE MODE. IA=N WHEN
THE MATRIX IS IN SSP VECTOR STORAGE MODE.
REMARKS
THE HESSENBERG FORM REPLACES THE ORIGINAL MATRIX IN THE
ARRAY A.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
SIMILARITY TRANSFORMATIONS USING ELEMENTARY ELIMINATION
MATRICES, WITH PARTIAL PIVOTING.
REFERENCES
J.H. WILKINSON - THE ALGEBRAIC EIGENVALUE PROBLEM -
CLARENDON PRESS, OXFORD, 1965.