EISPACK is a software library for numerical computation of eigenvalues and eigenvectors of matrices, written in FORTRAN

Fortran

Fortran is a general-purpose, procedural, imperative programming language that is especially suited to numeric computation and scientific computing...

. It contains subroutines for calculating the eigenvalues of nine classes of matrices

Matrix (mathematics)

In mathematics, a matrix is a rectangular array of numbers, symbols, or expressions. The individual items in a matrix are called its elements or entries. An example of a matrix with six elements isMatrices of the same size can be added or subtracted element by element...

: complex general, complex Hermitian, real general, real symmetric, real symmetric banded

Band matrix

In mathematics, particularly matrix theory, a band matrix is a sparse matrix whose non-zero entries are confined to a diagonal band, comprising the main diagonal and zero or more diagonals on either side.-Matrix bandwidth:...

, real symmetric tridiagonal, special real tridiagonal, generalized real, and generalized real symmetric matrices.
In addition it includes subroutines to perform a singular value decomposition

Singular value decomposition

In linear algebra, the singular value decomposition is a factorization of a real or complex matrix, with many useful applications in signal processing and statistics....

.

Originally written around 1972–1973, EISPACK, like LINPACK

LINPACK

LINPACK is a software library for performing numerical linear algebra on digital computers. It was written in Fortran by Jack Dongarra, Jim Bunch, Cleve Moler, and Gilbert Stewart, and was intended for use on supercomputers in the 1970s and early 1980s...

 and MINPACK

MINPACK

MINPACK is a library of FORTRAN subroutines for the solving of systems of nonlinear equations, or the least squares minimization of the residual of a set of linear or nonlinear equations....

, originated from Argonne National Laboratory

Argonne National Laboratory

Argonne National Laboratory is the first science and engineering research national laboratory in the United States, receiving this designation on July 1, 1946. It is the largest national laboratory by size and scope in the Midwest...

, has always been free, and aims to be portable

Software portability

Portability in high-level computer programming is the usability of the same software in different environments. The prerequirement for portability is the generalized abstraction between the application logic and system interfaces...

, robust and reliable. The library drew heavily on algorithms developed by James Wilkinson

James H. Wilkinson

James Hardy Wilkinson was a prominent figure in the field of numerical analysis, a field at the boundary of applied mathematics and computer science particularly useful to physics and engineering.-Early life:...

, which were originally implemented in ALGOL

ALGOL

ALGOL is a family of imperative computer programming languages originally developed in the mid 1950s which greatly influenced many other languages and became the de facto way algorithms were described in textbooks and academic works for almost the next 30 years...

. Brian Smith led a team at Argonne developing EISPACK, initially by translating these algorithms into FORTRAN. Jack Dongarra

Jack Dongarra

Jack J. Dongarra is a University Distinguished Professor of Computer Sciencein the Electrical Engineering and Computer Science Department at the University of Tennessee...

 joined the team as an undergraduate intern at Argonne, and later went on create LAPACK

LAPACK

-External links:* : a modern replacement for PLAPACK and ScaLAPACK* on Netlib.org* * * : a modern replacement for LAPACK that is MultiGPU ready* on Sourceforge.net* * optimized LAPACK for Solaris OS on SPARC/x86/x64 and Linux* * *...

, which has largely superseded EISPACK and LINPACK.

External links

• http://www.netlib.org/eispack/ Netlib
  Netlib
  Netlib is a repository of software for scientific computing maintained by AT&T, Bell Laboratories, the University of Tennessee and Oak Ridge National Laboratory. Netlib comprises a large number of separate programs and libraries...
  
  download site for EISPACK
• Interview with Jack Dongera about EISPACK.