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A Comparison of Fortran Subroutines for Calculating Latent Roots and Vectors

D. N. Sparks and A. D. Todd

Journal of the Royal Statistical Society Series C, 1973, vol. 22, issue 2, 220-225

Abstract: This paper compares the accuracy, speed and storage requirements of Algorithm AS 60, published in this issue, with those of the algorithm given by Ortega (1967).

Date: 1973
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