EISPACK is a
software library
In computing, a library is a collection of resources that can be leveraged during software development to implement a computer program. Commonly, a library consists of executable code such as compiled functions and classes, or a library can ...
for
numerical computation
Numerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods t ...
of
eigenvalues
In linear algebra, an eigenvector ( ) or characteristic vector is a vector that has its direction unchanged (or reversed) by a given linear transformation. More precisely, an eigenvector \mathbf v of a linear transformation T is scaled by a ...
and
eigenvectors
In linear algebra, an eigenvector ( ) or characteristic vector is a Vector (mathematics and physics), vector that has its direction (geometry), direction unchanged (or reversed) by a given linear map, linear transformation. More precisely, an e ...
of matrices, written in
FORTRAN. It contains subroutines for calculating the eigenvalues of nine classes of
matrices
Matrix (: matrices or matrixes) or MATRIX may refer to:
Science and mathematics
* Matrix (mathematics), a rectangular array of numbers, symbols or expressions
* Matrix (logic), part of a formula in prenex normal form
* Matrix (biology), the ...
: complex general, complex
Hermitian {{Short description, none
Numerous things are named after the French mathematician Charles Hermite (1822–1901):
Hermite
* Cubic Hermite spline, a type of third-degree spline
* Gauss–Hermite quadrature, an extension of Gaussian quadrature me ...
, real general, real symmetric, real symmetric
banded, real symmetric tridiagonal, special real tridiagonal, generalized real, and generalized real symmetric matrices.
In addition, it includes subroutines to perform a
singular value decomposition
In linear algebra, the singular value decomposition (SVD) is a Matrix decomposition, factorization of a real number, real or complex number, complex matrix (mathematics), matrix into a rotation, followed by a rescaling followed by another rota ...
.
Originally written around 1972–1973,
EISPACK, like
LINPACK and
MINPACK, originated from
Argonne National Laboratory
Argonne National Laboratory is a Federally funded research and development centers, federally funded research and development center in Lemont, Illinois, Lemont, Illinois, United States. Founded in 1946, the laboratory is owned by the United Sta ...
, has always been free, and aims to be
portable
Portable may refer to:
General
* Portable building, a manufactured structure that is built off site and moved in upon completion of site and utility work
* Portable classroom, a temporary building installed on the grounds of a school to provide a ...
, robust and reliable. The library drew heavily on algorithms developed by
James Wilkinson
James Wilkinson (March 24, 1757 – December 28, 1825) was an American army officer and politician who was associated with multiple scandals and controversies during his life, including the Burr conspiracy.
He served in the Continental Army du ...
, which were originally implemented in
ALGOL
ALGOL (; short for "Algorithmic Language") is a family of imperative computer programming languages originally developed in 1958. ALGOL heavily influenced many other languages and was the standard method for algorithm description used by the ...
. Brian Smith led a team at Argonne developing EISPACK, initially by translating these algorithms into FORTRAN.
Jack Dongarra joined the team as an undergraduate intern at Argonne, and later went on to create
LAPACK, which has largely superseded EISPACK and LINPACK.
Documentation
*
*
References
External links
*
Netlibbr>
download site for EISPACKwith
Jack Dongarra about EISPACK.
{{Numerical linear algebra
Fortran libraries
Numerical linear algebra
Numerical software