21 April 2011 1:43:12.453 PM EISPACK_PRB2 FORTRAN77 version Test the EISPACK library. Do some symmetric eigenproblem tests. TEST01 RS computes the eigenvalues and eigenvectors of a real symmetric matrix. Matrix order = 4 Initialize random number generator using SEED = 12345 SYMM_TEST will give us a symmetric matrix with known eigenstructure. The matrix A: Col 1 2 3 4 Row 1 1.92644 0.316021 -0.267767 0.178532E-01 2 0.316021 1.17753 0.156898 -0.169315 3 -0.267767 0.156898 0.495902 1.05229 4 0.178532E-01 -0.169315 1.05229 0.138188E-01 The eigenvector matrix Q: Col 1 2 3 4 Row 1 -0.921626 0.785585E-01 -0.102911 0.365846 2 -0.306868 -0.123536 -0.394218 -0.857416 3 0.204536 0.622736 -0.734700 0.174870 4 0.120840 -0.768614 -0.542417 0.316882 LAMBDA_MIN = -0.867793 LAMBDA_MAX = 2.08874 The eigenvalue vector LAMBDA: 1 2.0887432 2 -0.86779261 3 1.3194709 4 1.0732642 The column norms of A*Q: 1 2.0887432 2 0.86779261 3 1.3194709 4 1.0732642 Now call EISPACK routine RS and see if it can recover Q and LAMBDA. LAMBDA_MIN = -0.867793 LAMBDA_MAX = 2.08874 The computed eigenvalues Lambda: 1 -0.86779261 2 1.0732642 3 1.3194709 4 2.0887432 The eigenvector matrix: Col 1 2 3 4 Row 1 0.785585E-01 -0.365846 0.102911 -0.921626 2 -0.123536 0.857416 0.394218 -0.306868 3 0.622736 -0.174870 0.734700 0.204536 4 -0.768614 -0.316882 0.542417 0.120840 The residual (A-Lambda*I)*X: Col 1 2 3 4 Row 1 0.111022E-15 -0.388578E-15 -0.555112E-16 -0.222045E-15 2 0.138778E-16 -0.222045E-15 0.222045E-15 0.222045E-15 3 0.222045E-15 0.00000 0.333067E-15 0.277556E-15 4 -0.333067E-15 0.00000 0.666134E-15 0.111022E-15 Setup time = 0.130000E-04 Solve time = 0.100000E-04 TEST01 RS computes the eigenvalues and eigenvectors of a real symmetric matrix. Matrix order = 16 Initialize random number generator using SEED = 12345 SYMM_TEST will give us a symmetric matrix with known eigenstructure. LAMBDA_MIN = -0.867793 LAMBDA_MAX = 3.83414 Now call EISPACK routine RS and see if it can recover Q and LAMBDA. LAMBDA_MIN = -0.867793 LAMBDA_MAX = 3.83414 Setup time = 0.137000E-03 Solve time = 0.122000E-03 TEST01 RS computes the eigenvalues and eigenvectors of a real symmetric matrix. Matrix order = 64 Initialize random number generator using SEED = 12345 SYMM_TEST will give us a symmetric matrix with known eigenstructure. LAMBDA_MIN = -1.18489 LAMBDA_MAX = 3.83414 Now call EISPACK routine RS and see if it can recover Q and LAMBDA. LAMBDA_MIN = -1.18489 LAMBDA_MAX = 3.83414 Setup time = 0.776900E-02 Solve time = 0.483900E-02 TEST01 RS computes the eigenvalues and eigenvectors of a real symmetric matrix. Matrix order = 256 Initialize random number generator using SEED = 12345 SYMM_TEST will give us a symmetric matrix with known eigenstructure. LAMBDA_MIN = -1.68551 LAMBDA_MAX = 3.83414 Now call EISPACK routine RS and see if it can recover Q and LAMBDA. LAMBDA_MIN = -1.68551 LAMBDA_MAX = 3.83414 Setup time = 0.671915 Solve time = 0.267847 EISPACK_PRB2 Normal end of execution. 21 April 2011 1:43:13.408 PM