JACOBI_EIGENVALUE, a C++ 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 FORTRAN90 version and a MATLAB version and a Python version.
TEST_EIGEN, a C++ library which implements test matrices for eigenvalue analysis.
TEST_MAT, a C++ library which defines test matrices, some of which have known determinants, eigenvalues and eigenvectors, inverses and so on.