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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.


  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.


    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.
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