Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

F90 - diagnolize square matrix subroutine

  1. Sep 4, 2010 #1
    Hi all,

    Does anyone have/know the location of a subroutine for returning the diagonalized matrix of square, real array? The array is a covariance matrix so should be diagonalizable in all cases.

    Thanks,

    Natski
     
  2. jcsd
  3. Sep 11, 2010 #2
    This is a week old, so probably too late, but check out the lapack library for fortran. There should be several inversion routines. I don't do much/any fortran but here is a webpage that outlines some of the routines -- more than 1 should be able to do what you'd like.

    http://physics.orst.edu/~rubin/nacphy/lapack/linear.html

    Also if you want to write your own, you can check out examples from places like the numerical recipes web page. I think their book on fortran is open to all now.
     
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook