JACOBI_EIGENVALUE is a MATLAB library which computes the eigenvalues and eigenvectors of a real symmetric matrix.
Given a real symmetric NxN matrix A, JACOBI_EIGENVALUE carries out an iterative procedure known as Jacobi's iteration, to determine a N-vector D of real, positive eigenvalues, and an NxN matrix V whose columns are the corresponding eigenvectors, so that, for each column J of the eigenmatrix:
A * Vj = Dj * Vj
The computer code and data files made available on this web page are distributed under the GNU LGPL license.
JACOBI_EIGENVALUE is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.
ARPACK, a MATLAB library which uses Arnoldi methods to compute some eigenvalues and eigenvectors of matrices, which may be very large.
TEST_EIGEN, a MATLAB library which implements test matrices for eigenvalue analysis.
TEST_MAT, a MATLAB library which defines test matrices, some of which have known determinants, eigenvalues and eigenvectors, inverses and so on.
You can go up one level to the MATLAB source codes.