PRIMME, pronounced as prime, computes a few eigenvalues and their corresponding
eigenvectors of a real symmetric or complex Hermitian matrix. It can also
compute singular values and vectors of a square or rectangular matrix. It can
find largest, smallest, or interior singular/eigenvalues and can use
preconditioning to accelerate convergence. It is especially optimized for large,
difficult problems, and can be a useful tool for both non-experts and experts.
PRIMME is written in C99, but complete interfaces are provided for Fortran 77,
MATLAB, Python, and R.