jacobi_eigenvalue

jacobi_eigenvalue, a C code which computes the eigenvalues and eigenvectors of a real symmetric matrix using the Jacobi iteration.

Given a real symmetric NxN matrix A, the code 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
      

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

jacobi_eigenvalue is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

jacobi_eigenvalue_test

test_eigen, a C code which implements test matrices for eigenvalue analysis.

test_matrix, a C code which defines test matrices, some of which have known determinants, eigenvalues and eigenvectors, inverses and so on.

Reference:

1. Gene Golub, Charles VanLoan,
   Matrix Computations, Third Edition,
   Johns Hopkins, 1996,
   ISBN: 0-8018-4513-X,
   LC: QA188.G65.

Source Code:

• jacobi_eigenvalue.c, the source code.
• jacobi_eigenvalue.sh, compiles the source code.
• jacobi_eigenvalue.h, the include file.