          used as a relative tolerance: an eigenvalue i and a
          temporarily fixed eigenvalue 1 are considered to belong to
          the same cluster if they satisfy, for finite lambda_j,
          j = 1, ..., N,

            | lambda_1 - lambda_i | &lt;= | TOL | * max | lambda_j |.

          If the user sets TOL = 0, then an implicitly computed,
          default tolerance, defined by TOL = SQRT( SQRT( EPS ) )
          is used instead, as a relative tolerance, where EPS is
          the machine p