Re: [Algorithms] linear algebra [eigenvalues/vectors]

[Adam P. C. <ac...@st...>]

On Thu, 27 Feb 2003, M=E1rcio Martins wrote:

> Hi!
>
> Does anyone of you know how to calculate the eigenvalues and eigenvectors=
 of a 3x3 matrix, fast and robustly ?
>
> I have a piece of code to the jacobi transforms method, but I don't under=
stand how it works..
>
> Any links, anything ?
>
> Thanks in advance!


Check out Numerical Recipes in C:
http://www.library.cornell.edu/nr/bookcpdf.html

Ch. 11 is all about Eigensystems;  I haven't looked at that one in
particular, but they usually have all the derivations and snippets you
could ask for.

Cheers,

Adam C.