I am looking for a C or C++ or fortran library that implements the Jacobi eigenvalue algorithm:
http://en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm
do you know if it is available?
I am looking for a C or C++ or fortran library that implements the Jacobi eigenvalue algorithm:
http://en.wikipedia.org/wiki/Jacobi_eigenvalue_algorithm
do you know if it is available?
The SelfAdjointEigenSolver of eigen (http://eigen.tuxfamily.org/index.php?title=Main_Page) uses the Jacobi algorithm.
This contains a shell archive of a bunch of FORTRAN routines implementing a version of the Jacobi method, due to Ivan Slapničar. See this paper for details on the algorithm.