Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

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?

share|improve this question

closed as off topic by Grigory M, Asaf Karagila, t.b., Zev Chonoles Dec 13 '11 at 3:37

Questions on Mathematics Stack Exchange are expected to relate to math within the scope defined by the community. Consider editing the question or leaving comments for improvement if you believe the question can be reworded to fit within the scope. Read more about reopening questions here.If this question can be reworded to fit the rules in the help center, please edit the question.

2 Answers 2

up vote 2 down vote accepted

The SelfAdjointEigenSolver of eigen (http://eigen.tuxfamily.org/index.php?title=Main_Page) uses the Jacobi algorithm.

share|improve this answer
    
thanks! better to use 3.0.4 or 3.1.0 alpha? –  Andrea Zonca Dec 7 '11 at 20:10

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.

share|improve this answer

Not the answer you're looking for? Browse other questions tagged or ask your own question.