EISPACK is a collection of double-precision Fortran subroutines that
compute the eigenvalues and eigenvectors of nine classes of matrices:
complex general, complex Hermitian, real general, real symmetric, real
symmetric banded, real symmetric tridiagonal, special real
tridiagonal, generalized real, and generalized real symmetric matices.
In addition, two routines are included that use singular value
decomposition to solve certain least-squares problems.