I compiled and linked the large symmetric matrix eigensolver routine ARPACK (see http://www.caam.rice.edu/software/ARPACK/) using CVF. The only tricks I remember were increasing the stack size to 2MB or so, replacing the ETIME routine with one that used the DATE_AND_TIME intrinsic subroutine, and replacing the DLAMCH routine for determining machine precision parameters with one that used the "Numerical Recipes, The Art of Scientic Computing" (by W. T. Vetterling et al, second edition) MACHAR subroutine. MACHAR and DLAMCH equivalencies were:
floating point precision: DLAMCH( 'E' ) = 10th argument of MACHAR.
smallest number representable at full precision: DLAMCH( 'S' ) = 12th argument of MACHAR.
base: DLAMCH( 'B' ) = 2.D0
I guess I could also have used the CVF intrinsic routines EPSILON and TINY in place of DLAMCH( 'E' ) and DLAMCH( 'S' ) respectively.
Does anybody know where I could find some matrix/eigenvalue/eigenvector test sets to see how well this works?