program A_matrix_eigen !********************************************************************** ! * . . . ! * PROGRAM: A_matrix_eigen ! * PRGMMR: M. ZUPANSKI ORG: CIRA/CSU DATE: 2003-08-28 ! * ! * ABSTRACT: Eigenvalue decomposition (EVD) of the A matrix. ! * Perform an EVD of matrix A (NENS x NENS). ! * Save the matrix sqrt(I+A)**(-1/2) in full storage mode (simpler for subsequent use). ! * EVD performed using LAPACK and BLAS math libraries. ! * Employs the LAPACK program DSPEV (double precision). ! * ! * PROGRAM LOG: ! * ! * 08/28/2003 ..... M. ZUPANSKI: ! * 10/08/2004 ..... M. ZUPANSKI: reunite IBMSP and NON_IBMSP pregrams ! * ! ********************************************************************** real*8,parameter :: W_bound=1.d-7 !! Eigenvalue threshold - [IF W