Routines for the diagonalization of complex matrices

This note describes a set of routines for the eigenvalue decomposition, singular value decomposition, and Takagi factorization of a complex matrix. Unlike many other implementations, the current ones are all based on the Jacobi algorithm, which makes the code very compact but suitable only for small to medium-sized problems. Although distributed as a library, the routines are self-contained and can easily be taken out of the library and included in own code, removing yet another installation prerequisite. Owing to the small size of the routines (each about 3 kBytes source code) it is possible, in fact quite straightforward, to adapt the diagonalization routine to one’s own conventions rather than vice versa.