I have used the LAPACK to compute the eigen values, till recently I needed the eigen vectors both left and right. I thought this could be really handy if you need to compute eigen values and eigen vectors. Download both library and this file from here

/*Computing both the eigen values and eigen vectors using LAPACK. *vamsi.krishnak (at) gmail (dot) com **/ #include "f2c.h" #include "clapack.h" #include<stdio.h> #include<math.h> #include<malloc.h> #include<assert.h> int main(){ integer dim=0; unsigned int i; doublereal *A = NULL; real *eig_values = NULL; real *work; char JOBVL='V'; /*Left eigen vectors*/ char JOBVR='V'; /*No right eigen vectors*/ integer iwork[1]; integer lwork,liwork=1,info,lda; doublereal *WR=NULL; doublereal *WI=NULL; doublereal *VL=NULL; doublereal *VR=NULL; integer LDVR=1; integer LDVL=1; integer LDA; doublereal *WORK=NULL; integer LWORK; printf("Please Enter the dimension of the array:\n"); scanf("%d",&dim); LDA=dim; lda=dim; LDVL=dim;LDVR=dim; printf("Please enter the Matrix A\n"); eig_values = (real *) malloc(sizeof(real)*dim); lwork = 10*dim; work = (real *) malloc(sizeof(real)*lwork); A = (doublereal *) malloc(sizeof(doublereal)*(dim*dim)); printf("Please Enter the elements of the matrix\n"); i = 0; /*Double real and imaginary parts*/ WR = (doublereal *)malloc(sizeof(doublereal)*dim); WI = (doublereal *)malloc(sizeof(doublereal)*dim); VL = (doublereal *)malloc(sizeof(doublereal)*(dim*dim)); VR = (doublereal *)malloc(sizeof(doublereal)*(dim*dim)); LWORK = 6*dim; WORK = (doublereal *)malloc(sizeof(doublereal)*LWORK); assert(WI && WR && VL && VR); /**************/ do{ scanf("%lf",&A[i]); i++; }while(i<(dim*dim)); /*Compute the Eigen values*/ //ssyev_("N","U",&dim,A,&dim,eig_values,work,&lwork/*,iwork,&liworki*/,&info); dgeev_(&JOBVL,&JOBVR,&dim,A,&LDA,WR,WI,VL,&LDVL,VR,&LDVR,WORK,&LWORK,&info); if(!info){ for(i=0;i<dim;i++){ printf("%lf+i%lf\n",WR[i],WI[i]); } printf("===Right Eigen Vectors===\n"); int k; int conj; for(i=0;i<dim;i++){ /*Print i^th right eigen vector*/ if(fabs(WI[i] > 0)){ /*eigen vector i and eigen vector i+1*/ for(conj=0;conj<2;conj++){ printf("[ "); for(k=0;k<dim;k++){ if(!conj){ printf("(%lf)+i(%lf) ",VL[i*dim+k],VL[(i+1)*dim+k]); }else{ printf("(%lf)-i(%lf) ",VL[i*dim+k],VL[(i+1)*dim+k]); } } printf(" ]\n"); } i++; }else{ /*real eigen vector*/ printf("[ "); for(k=0;k<dim;k++){ printf("%lf ",VL[i*dim+k]); } printf("] \n"); } printf("\n"); } } }