jacobi_eigenvalue, a FORTRAN77 code which uses the Jacobi iteration to compute the eigenvalues and eigenvectors of a real symmetric matrix.
Given a real symmetric NxN matrix A, the routine 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 FORTRAN77 version and a FORTRAN90 version and a MATLAB version and a Python version.
EISPACK, a FORTRAN77 library which carries out eigenvalue computations; superseded by LAPACK;
LAPACK_EXAMPLES, a FORTRAN77 program which demonstrates the use of the LAPACK linear algebra library.
TEST_EIGEN, a FORTRAN77 library which implements test matrices for eigenvalue analysis.
TEST_MAT, a FORTRAN77 library which defines test matrices, some of which have known determinants, eigenvalues and eigenvectors, inverses and so on.