JacobiEigen: Classical Jacobi Eigenvalue Algorithm

Implements the classical Jacobi algorithm for the eigenvalues and eigenvectors of a real symmetric matrix, both in pure 'R' and in 'C++' using 'Rcpp'. Mainly as a programming example for teaching purposes.

Package details

AuthorBill Venables
MaintainerBill Venables <Bill.Venables@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the JacobiEigen package in your browser

Any scripts or data that you put into this service are public.

JacobiEigen documentation built on April 17, 2021, 9:06 a.m.