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.


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Reference manual

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install.packages("JacobiEigen")

0.3-3 by Bill Venables, 17 days ago


Browse source code at https://github.com/cran/JacobiEigen


Authors: Bill Venables


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Suggests stats, knitr, dplyr, tidyr, ggplot2, rbenchmark

Linking to Rcpp


See at CRAN