Matrix Eigenvalue Problems

No attempt will be made here to describe the detailed algorithms used for matrix diagonalisation. A full discussion can be found in the book by Wilkinson and Reinsch (Wilkinson, 1964). The routines found in the common libraries, such as NAG (Numerical Algorithms Group, n.d.) or LaPack (Lapack Numerical Library, n.d.) are almost all based on the algorithms in this book.