SHQRII: An improved, fast, portable diagonalization routine

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Abstract

An improved, fast, economic and portable diagonalization routine, SHQRII, has been developed from the HQRII routine. It employs rowwise upper triangular dense real symmetric matrices and uses the Householder-QR-inverse-iteration method. It is three times faster than the corresponding EISPACK routines and requires 25% less storage than HQRII.

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