Numeric.js
by SunnyHsu
HTML
<script src="https://cdnjs.cloudflare.com/ajax/libs/numeric/1.2.6/numeric.min.js"></script>
JavaScript
// Linear algebra example. We start with a matrix.
var A = [
[3, 0],
[1, 1]
];
// Eigenvalues.
var ev = numeric.eig(A);
console.log (ev.lambda.x[0]); // largest eigenvalue
console.log (ev.E.x[0]); // NOT the eigenvector of lambda[0]
// for non-diagonalizable matrix
var B = [
[1, 0],
[1, 1]
];
var ev = numeric.eig(B);
console.log (ev.lambda);
console.log (ev.E); // gives Q in eigendecomposition