Classical Jacobi Eigensolution Algorithm

Implements the classical Jacobi (1846) 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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0.2-2 by Bill Venables, 2 years ago

Browse source code at

Authors: Bill Venables

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp

Suggests stats, knitr, dplyr, tidyr, ggplot2, microbenchmark

Linking to Rcpp

See at CRAN