Concepts inAlgorithm 589: SICEDR: A FORTRAN Subroutine for Improving the Accuracy of Computed Matrix Eigenvalues
Fortran
Fortran (previously FORTRAN) is a general-purpose, procedural, imperative programming language that is especially suited to numeric computation and scientific computing.
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Subroutine
In computer science, a subroutine, also termed procedure, function, routine, method, or subprogram, is a part of source code within a larger computer program that performs a specific task and is relatively independent of the remaining code. As the name subprogram suggests, a subroutine behaves in much the same way as a computer program that is used as one step in a larger program or another subprogram.
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Matrix (mathematics)
In mathematics, a matrix (plural matrices, or less commonly matrixes) is a rectangular array of numbers, symbols, or expressions. The individual items in a matrix are called its elements or entries. An example of a matrix with six elements is Matrices of the same size can be added or subtracted element by element. The rule for matrix multiplication is more complicated, and two matrices can be multiplied only when the number of columns in the first equals the number of rows in the second.
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Eigenvalues and eigenvectors
The eigenvectors of a square matrix are the non-zero vectors that, after being multiplied by the matrix, remain parallel to the original vector. For each eigenvector, the corresponding eigenvalue is the factor by which the eigenvector is scaled when multiplied by the matrix. The prefix eigen- is adopted from the German word "eigen" for "self" in the sense of a characteristic description. The eigenvectors are sometimes also called characteristic vectors.
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