Routines for the diagonalization of complex matrices

TL;DR

This paper introduces Jacobi-type iterative algorithms for complex matrix decompositions, including eigenvalue, singular value, and Takagi factorizations, implemented as compact Fortran 77 routines.

Contribution

It provides a set of efficient, freely available algorithms for complex matrix factorizations using Jacobi-type methods.

Findings

Algorithms successfully perform eigenvalue, SVD, and Takagi factorizations.

Implementation as compact Fortran 77 subroutines enhances accessibility.

The methods are suitable for complex matrices in scientific computations.

Abstract

Jacobi-type iterative algorithms for the eigenvalue decomposition, singular value decomposition, and Takagi factorization of complex matrices are presented. They are implemented as compact Fortran 77 subroutines in a freely available library.