eigs, a C code which calculates the eigenvalues of a real matrix.
In cases like MATLAB, Octave, and Python, there is a standard built-in function for computing eigenvalues which is appropriate for this task, and we simply supply a code eigs_test() to demonstrate its use.
In other cases, particularly C, C++, Fortran77 and Fortran90, pre-existing eigenvalue software has been rearranged and packaged to form a simple function of the form eigs(n,A,lambda), which saves the user from the usual trouble of arranging a proper call.
Here, the C version of eigs() relies on a call to the lapack() function dgeev() to produce its results. It is assumed that a precompiled copy of the lapack() library is available at link time.
The information on this web page is distributed under the MIT license.
eigs or eigs_test is available in a C version and a C++ version and a Fortran77 version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
eispack, a C code which carries out eigenvalue computations. It includes a function to compute the singular value decomposition (SVD) of a rectangular matrix. superseded by lapack();
jacobi_eigenvalue, a C code which implements the Jacobi iteration for the iterative determination of the eigenvalues and eigenvectors of a real symmetric matrix.
lapack_test, a C code which calls lapack(), which is a standard linear algebra package for solving linear systems, computing matrix factorizations, and solving eigenvalue problems. A precompiled copy of the lapack() library is often available on most scientific computing systems.
power_method, a C code which carries out the power method for finding a dominant eigenvalue and its eigenvector.
test_eigen, a C code which defines various eigenvalue test cases.
test_matrix, a C code which defines test matrices, some of which have known eigenvalues and eigenvectors.