test_eigen, a Fortran77 code which generates random real symmetric and nonsymmetric matrices with known eigenvalues and eigenvectors, to test eigenvalue algorithms.
The current version of the code can only generate a symmetric or nonsymmetric matrix of arbitrary size, with real eigenvalues distributed according to a normal distribution whose mean and standard deviation are specified by the user in routines R8SYMM_GEN() and R8NSYMM_GEN().
The information on this web page is distributed under the MIT license.
test_eigen is available in a C version and a C++ version and a Fortran77 version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
eispack, a Fortran77 library which computes eigenvalues and eigenvectors.
expokit, a Fortran77 code which solves various forms of the matrix exponential problem, by Roger Sidje.
jacobi_eigenvalue, a Fortran77 code which implements the Jacobi iteration for the iterative determination of the eigenvalues and eigenvectors of a real symmetric matrix.
test_matrix, a Fortran77 code which defines matrices with known properties. Examples with known eigenvalues and eigenvectors are included.