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.

Documentation

Manual: JacobiEigen.pdf
Vignette: The Classical Jacobi Algorithm

Maintainer: Bill Venables <Bill.Venables at gmail.com>

Author(s): Bill Venables

Install package and any missing dependencies by running this line in your R console:

install.packages("JacobiEigen")

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Imports Rcpp
Suggests stats, knitr, dplyr, tidyr, ggplot2, microbenchmark
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Linking to Rcpp
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Package JacobiEigen
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Version 0.2-2
Published 2015-12-06
License GPL (>= 2)
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NeedsCompilation yes
Citation
CRAN checks JacobiEigen check results
Package source JacobiEigen_0.2-2.tar.gz