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EISPACK is a software library for numerical computation of eigenvalues and eigenvectors of matrices written in FORTRAN. It contains subroutines for calculating the eigenvalues of nine classes of matricies complex general, complex Hermitian, real general, real symmetric, real symmetric banded, real symmetric tridiagonal, special real tridiagonal, generalized real, and generalized real symmetric matices. In addition it includes subroutines to calculate the singular value decomposition.
Originally written around 1972-1973 EISPACK, like LINPACK and MINPACK, originates from Argonne National Laboratory, has always been free and aims to be portable, robust and reliable. The library drew heavily on algorithms developed by James Wilkinson originally implemented in ALGOL. Brian Smith led a team at Argonne developing EISPACK initially by translating these algorithms in to fortran. Jack Dongarra joined the team as an undergraduate internship at Argonne, and later went on create LAPACK, which has largely superseeded EISPACK and LINPACK.
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