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.


Reference manual

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0.3-3 by Bill Venables, a year ago

Browse source code at

Authors: Bill Venables

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp

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

Linking to Rcpp

See at CRAN