jacobi_eigenvalue, a Fortran90 code which computes the eigenvalues and eigenvectors of a real symmetric matrix.
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
The information on this web page is distributed under the MIT license.
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.
arpack, a Fortran90 code which uses Arnoldi methods to compute some eigenvalues and eigenvectors of matrices, which may be very large.
test_eigen, a Fortran90 code which implements test matrices for eigenvalue analysis.
test_matrix, a Fortran90 code which defines test matrices, some of which have known determinants, eigenvalues and eigenvectors, inverses and so on.