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 computer code and data files made available on this web page are 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 a Python version.
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