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TEST_EIGEN\ Test Matrices for Eigenvalue Analysis {#test_eigen-test-matrices-for-eigenvalue-analysis align=”center”} =====================================


TEST_EIGEN is a C++ library which generates eigenvalue tests.

The current version of the code can only generate a symmetric matrix with eigenvalues distributed according to a normal distribution whose mean and standard deviation are specified by the user in R8SYMM_GEN.

Licensing: {#licensing align=”center”}

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages: {#languages align=”center”}

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 a Python version.

EISPACK, a C++ library which carries out eigenvalue computations. It includes a function to compute the singular value decomposition (SVD) of a rectangular matrix. superseded by LAPACK;

JACOBI_EIGENVALUE, a C++ library which implements the Jacobi iteration for the iterative determination of the eigenvalues and eigenvectors of a real symmetric matrix.

POWER_METHOD, a C++ library which carries out the power method for finding a dominant eigenvalue and its eigenvector.

TEST_MAT, a C++ library which defines test matrices.

TOMS343, a FORTRAN77 library which computes the eigenvalues and eigenvectors of a general real matrix;\ this is a FORTRAN77 version of ACM TOMS algorithm 343.

TOMS384, a FORTRAN77 library which computes the eigenvalues and eigenvectors of a symmetric matrix;\ this is a FORTRAN77 version of ACM TOMS algorithm 384.

Reference: {#reference align=”center”}

  1. Robert Gregory, David Karney,\ A Collection of Matrices for Testing Computational Algorithms,\ Wiley, 1969,\ ISBN: 0882756494,\ LC: QA263.G68.
  2. Pete Stewart,\ Efficient Generation of Random Orthogonal Matrices With an Application to Condition Estimators,\ SIAM Journal on Numerical Analysis,\ Volume 17, Number 3, June 1980, pages 403-409.

Source Code: {#source-code align=”center”}

Examples and Tests: {#examples-and-tests align=”center”}

List of Routines: {#list-of-routines align=”center”}

You can go up one level to the C++ source codes.


Last revised on 22 February 2012.