15.9 References and Further Reading

Further information on the algorithms described in this section can be found in the following book,

• G. H. Golub, C. F. Van Loan, Matrix Computations (3rd Ed, 1996), Johns Hopkins University Press, ISBN 0-8018-5414-8.

Further information on the generalized eigensystems QZ algorithm can be found in this paper,

• C. Moler, G. Stewart, “An Algorithm for Generalized Matrix Eigenvalue Problems”, SIAM J. Numer. Anal., Vol 10, No 2, 1973.

Eigensystem routines for very large matrices can be found in the Fortran library LAPACK. The LAPACK library is described in,

• LAPACK Users’ Guide (Third Edition, 1999), Published by SIAM, ISBN 0-89871-447-8.

  http://www.netlib.org/lapack

The LAPACK source code can be found at the website above along with an online copy of the users guide.