An APL procedure is presented for rapid, efficient computation of the eigenvalues and eigenvectors of a real symmetric matrix. Since APL has an interpreter, but not a compiler, many iterative procedures are very slow when executed in APL. In this paper, the writers develop a highly compact way of coding an iterative procedure in APL and then apply it to Kaiser's JK method of computing eigenvectors. The resulting APL program is presented in the Appendix.
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References
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Kaiser, H. F. (1972). The JK method: A procedure for finding the eigenvectors and eigenvalues of a real symmetric matrix. The Computer Journal, 15, 271-273.
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