Eigensystem Computation for Skew-Symmetric and a Class of Symmetric Matrices
Robert C. Ward, L. J. Gray · ACM Transactions on Mathematical Software · 1978
An algorithm is described for computing the eigenvalues and (optionally) the eigenvectors of either a skew-symmetrm matrix or a symmetric tndiagonal matrix with constant diagonal The algomthm uses only orthogonal similarity transformations and is believed to be the most efficmnt procedure available for computmg all the elgenvalues or the complete elgensystem.