Subject: Re: CCL:eigenvalues & eigenvectors

From: Rajarshi Guha <rxg218 >< psu.edu>
Date: Mon, 02 May 2005 18:32:52 -0400

On Mon, 2005-05-02 at 14:21 -0400, David J Anick wrote:
> Dear CCL,
>  
> Does anyone have or know of freeware that can
> compute the eigenvalues and eigenvectors of a
> real symmetric matrix (e.g a Hessian, but not
> necessarily a Hessian)?  I'd be content to run
> under either Windows or Linux.

If you're looking for a library, GSL (http://sources.redhat.com/gsl/)
will do it. You can also use Python to do it via NumPy 
(http://numeric.scipy.org/ )

You could also use general math/stat programs such as

Octave http://www.octave.org/ or R http://lib.stat.cmu.edu/R/CRAN/

HTH,

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Eureka!
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