Algorithm 696

Algorithm 696: an inverse rayleigh iteration for complex band matrices. A FORTRAN 77 implementation of a generalized inverse Rayleigh iteration procedure for the calculation of eigenvalues and left and right eigenvectors of a complex band matrix is described. The core of the procedure is an algorithm that solves systems with the original matrix and with the adjoint matrix by calculating only one LU-decomposition.

This software is also peer reviewed by journal TOMS.