nag_real_symm_eigenvalues (f02aac) calculates all the eigenvalues of a real symmetric matrix.
The accuracy of the eigenvalues depends on the sensitivity of the matrix to rounding errors produced in tridiagonalisation. For a detailed error analysis see pages 222 and 235 of
Wilkinson and Reinsch (1971).
Not applicable.
The time taken by nag_real_symm_eigenvalues (f02aac) is approximately proportional to .
To calculate all the eigenvalues of the real symmetric matrix