unsymmetric eigenvalue update

[Brian Gough]

At Tue, 13 Jun 2006 09:56:20 -0600,
> I propose adding the double-shift method to gsl (assuming it
> passes any further tests needed) which would be a perfectly
> fine eigenvalue solver (EISPACK used it for a number of years)
> until I (or someone else) can find the time to implement method 3.
> 
> Attached is the latest (final? :)) patch.

The latest patch is in sources.redhat.com CVS with some extra
cleanups.  It works well.  I modified the balance() routine to return
the diagonal scaling elements D (for computing the eigenvectors later)
and moved the memory allocation up out of hessenberg() into the
workspace.

-- 
Brian Gough