EISPACK is a collection of 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 matrices. In addition, two routines are included that use singular value decomposition to solve certain least-squares problems.
EISPACK is primarily based on a collection of Algol procedures developed in the 1960s and collected by J. H. Wilkinson and C. Reinsch in a volume entitled Linear Algebra in the Handbook for Automatic Computation series . This volume was not designed to cover every possible method of solution; rather, algorithms were chosen on the basis of their generality, elegance, accuracy, speed, or economy of storage.
Since the release of EISPACK in 1972, thousands of copies of the collection have been distributed worldwide.