This example computes all the eigenvalues of the matrix
, where
and those eigenvectors which correspond to eigenvalues
such that
. Here
is general and must first be reduced to upper Hessenberg form
by
dgehrd. The program then calls
dhseqr to compute the eigenvalues, and
dhsein to compute the required eigenvectors of
by inverse iteration. Finally
dormhr is called to transform the eigenvectors of
back to eigenvectors of the original matrix
.