EISPACK is a
software library
In computer science, a library is a collection of non-volatile resources used by computer programs, often for software development. These may include configuration data, documentation, help data, message templates, pre-written code and subr ...
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 th ...
of
eigenvalues
In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted b ...
and
eigenvectors
In linear algebra, an eigenvector () or characteristic vector of a linear transformation is a nonzero vector that changes at most by a scalar factor when that linear transformation is applied to it. The corresponding eigenvalue, often denoted ...
of matrices, written in
FORTRAN. It contains subroutines for calculating the eigenvalues of nine classes of
matrices
Matrix most commonly refers to:
* ''The Matrix'' (franchise), an American media franchise
** ''The Matrix'', a 1999 science-fiction action film
** "The Matrix", a fictional setting, a virtual reality environment, within ''The Matrix'' (franchis ...
: 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 m ...
, 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 factorization of a real or complex matrix. It generalizes the eigendecomposition of a square normal matrix with an orthonormal eigenbasis to any \ m \times n\ matrix. It is related ...
.
Originally written around 1972–1973,
EISPACK, like
LINPACK and
MINPACK MINPACK is a library of FORTRAN subroutines for the solving of Nonlinear system, systems of nonlinear equations, or the least-squares minimization of the residual of a set of System of linear equations, linear or nonlinear equations.
MINPACK, along ...
, originated from
Argonne National Laboratory
Argonne National Laboratory is a science and engineering research United States Department of Energy National Labs, national laboratory operated by University of Chicago, UChicago Argonne LLC for the United States Department of Energy. The facil ...
, 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 ...
, robust and reliable. The library drew heavily on algorithms developed by
James Wilkinson
James Wilkinson (March 24, 1757 – December 28, 1825) was an American soldier, politician, and double agent who was associated with several scandals and controversies.
He served in the Continental Army during the American Revolutionary War, b ...
, 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
Jack Joseph Dongarra (born July 18, 1950) is an American computer scientist and mathematician. He is the American University Distinguished Professor of Computer Science in the Electrical Engineering and Computer Science Department at the Unive ...
joined the team as an undergraduate intern at Argonne, and later went on to create
LAPACK
LAPACK ("Linear Algebra Package") is a standard software library for numerical linear algebra. It provides routines for solving systems of linear equations and linear least squares, eigenvalue problems, and singular value decomposition. It als ...
, which has largely superseded EISPACK and LINPACK.
Documentation
*
*
References
External links
*
Netlib Netlib is a repository of software for scientific computing maintained by AT&T, Bell Laboratories, the University of Tennessee and Oak Ridge National Laboratory. Netlib comprises many separate programs and libraries. Most of the code is written in ...
br>
download site for EISPACKwith
Jack Dongarra
Jack Joseph Dongarra (born July 18, 1950) is an American computer scientist and mathematician. He is the American University Distinguished Professor of Computer Science in the Electrical Engineering and Computer Science Department at the Unive ...
about EISPACK.
{{Numerical linear algebra
Fortran libraries
Numerical linear algebra
Numerical software