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GetSymEigenJacobi

This subroutine computes all eigenvalues and eigenvectors of a real symmetric N × N matrix Mat.

Reference

The algorithm is direct implementation of Numerical Reciepe in Fortran, Page 1225

INTERFACE
  MODULE PURE SUBROUTINE GetSymEigenJacobi(mat, eigenValues, eigenVectors, &
    & maxIter)
    REAL(DFP), INTENT(IN) :: mat(:, :)
    REAL(DFP), INTENT(INOUT) :: eigenValues(:)
    REAL(DFP), INTENT(INOUT) :: eigenVectors(:, :)
    INTEGER(I4B), INTENT(IN) :: maxIter
  END SUBROUTINE GetSymEigenJacobi
END INTERFACE
  • On output, elements of Mat above the diagonal are destroyed.
  • eigenvalues is a vector of length N that returns the eigenvalues of Mat.
  • EigenVectors is a N × N matrix whose columns contain on output, the normalized eigenvectors (directions) of Mat.
  • maxIter returns the number of Jacobi rotations that were required.