滤波程序，从同事那里要的，大家一起交流学习-BADNELL & BURGESS　D.A.M.T.P. CAMBRIDGE

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C DIAGONALIZATION OF REAL SYMMETRIC N-BY-N MATRIX Z.

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C METHOD: HOUSEHOLDER REDUCTION TO TRI-DIAGONAL FORM AND SHIFTED

C　　　　 QL ALGORITHM TO DETERMINE THE E-VALUES AND E-VECTORS.

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C BASED ON MARTIN, REINSCH & WILKINSON: NUM. MATH. 11, 181-95 (1968).

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C INPUT REQUIRED. N, IUP AND Z. ONLY LOWER TRIANGLE OF Z NEED BE SUPPLIED.

C　　　　　　　　　　　　　MATRIX Z OVERWRITTEN BY EIGENVECTORS OF Z.

C　　　　　　　　 IUP=1/-1 ASC/DESCENDING SORT, 0 NO SORT.

C　　　　　　　　 MXMAT, IS THE ROW DIMENSION OF Z IN THE CALLING ROUTINE.

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C OUTPUT.　　　　 Z AND D, WHERE Z CONSISTS OF COLUMN EIGENVECTORS

C　　　　　　　　　　　　　AND D CONSISTS OF CORRESPONDING EIGENVALUES.

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C NOTE: E IS A WORKING ARRAY.

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