TEST_EIGEN, a C++ code which generates eigenvalue tests.
The current version of the code can only generate a symmetric or nonsymmetric matrix of arbitrary size, with eigenvalues distributed according to a normal distribution whose mean and standard deviation are specified by the user (subroutines R8SYMM_GEN and R8NSYMM_GEN).
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
TEST_EIGEN is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
jacobi_eigenvalue, a C++ library which implements the Jacobi iteration for the iterative determination of the eigenvalues and eigenvectors of a real symmetric matrix.
POWER_METHOD, a C++ library which carries out the power method for finding a dominant eigenvalue and its eigenvector.
TEST_MAT, a C++ library which defines test matrices.