I'm working on helping my friend create code to perform the Overlap Dirac Operator and have come across one part that I'm not sure what to do.I need to compute the Eigenvalues and corresponding Eigenvectors for a hermitian matrix (my test is for n=4) so that I can implement a matrix sign function $epsilon(M) = U * epsilon(A) * U^*$ where $U$ is an eigenvector matrix, $U^*$ is the complex transpose of $U$, and $epsilon(A)$ is a matrix with the signs of eigenvalues of $M$ on it's diagonal.Any resources or help on existing algorithms/libraries to solve this (or at least make close approximations) would be appreciated. My target programming language is Scala.
Eigenvalue Decomposition of Hermitian Matrix in Scala
linear algebra;algorithms;matrices;eigenvalues