One innovative master -- the painter Arthur Dove -- made all the pictures in it, but the extraordinary show now on exhibition at the Phillips Collection stars not one man, but three.

The first is Arthur Dove (1880-1946), and second is Duncan Phillips (1886-1966), the third is Alfred Stieglitz (1864-1946). Their "menage a trois" (that's what Stieglitz called it) was among the most peculiar, poignant and produtive unions in the annals of this country's early modern art. p

A sailor and a hermit, a mystic and a wit, Dove was the first American -- and some say the first painter -- to make wholly abstract art.

Phillips was a gentleman, his manners were said to be exquistie, and is esthetic judgments were, on the whole, conservative -- until Dove's art helped to change them. The museum Phillips formed, and filled with works by Dove -- 60 are on view in the present exhibition -- was this nation's first museum of modern art.

Stieglitz, the photographer, was a seer and promoter. His ego was as large as his contribution to America's discovery of early modern art. For nearly 20 years he served effectively and jealously, as the intermediary between the painter and his patron.

Dove, who hated cities, filled his pictures with his love of the sea, the sky, the earth. He lived for many years on a yawl that cruised the waters off Long Island, survivin;g on the $50 Phillips sent him monthly. Both men lived for painting, and particularly for color, and though they wrote often, they did not correspond directly. Stieglitz stood between them, and the letters Phillips wrote to Dove were first sent to Stieglitz, who read them with great care. In 1910, a dozen years before Phillips saw the art of Dove, Steiglitz was exhibiting it in "291," his small Manhattan gallery, and he saw Dove as "his" artist. Both Arthur Dove and Stieglitz looked on mild Duncan Phillips as an upper-class collector and, hence, a kind of enemy.

Phillips kept on sending checks. Dove kept painting pictures which Phillips bought and lvoed. From 1930 until Dove's death in 1946, their lives were intertwined. But the painter and his patron met each other only once.

Dove's work is filled with ghosts and abstract forms, and haloed clouds and jokes. He first made abstract art in France, in 1910, at the time Kandinsky was producing his first "pure" abstractions, but Dove's work was thereafter alloyed with hints and references to what he saw around him, to barns and clouds and trees. Dove wrote in 1925: We have not yet made shoes that fit like sand Nor clothes that fit like water Nor thoughts that fit like air. There is much to be done -- Works of nature are abstract.

Dove was not the sort of painter other artists copy. His art was highly personal; Duncan Phillips called it "half serious and half smiling." His style though inimitable, no doubt left a mark on the work of Stieglitz's wife, Georgia O'Keeffe.

Phillips was, at first, outraged by the modernists. "Anarchists," he termed them. As late as 1918, he wrote that his gallery "must guard it doors against the intrusion of wild, unbalanced radicals . . ." Then, in 1922, he discovered Dove.

The two men sometimes argued -- Phillips could not bear the eyes Dove painted on a tugboat -- but they changed each other's lives. "There is an elemental something in your abstractions, they start from nature and personal experiences and they are free from the . . . cerebral preciosity of Paris. Your color thrills me," Phillips wrote.

"You have no idea what sending on those checks means to me at this time," Dove wrote on his deathbed. "After fighting for an idea all my life, I realize that your backing has saved it for me and I want to thank you with all my heart and soul for what you have done. It has been marvelous."

Though the most popular paintings in the Philips Collection are on extended tour, "Arthur Dove and Duncan Phillips: Artist and Patron" makes up for their absence. This is just the sort of show the Phillips ought to do. It was organized by Sasha M. Newman of the museum's staff. The catalogue, by Newman and Jan Lancaster, is a first-rate piece of work. The show will travel to six cities after closing here Aug. 23.