EISPACK
EISPACK is a software library for numerical computation of eigenvalues and eigenvectors of matrices, written in FORTRAN. It contains subroutines for calculating the eigenvalues of nine classes of matrices: complex general, complex Hermitian, 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.
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