How to convert eig function in arduino?

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A G il 6 Dic 2015
Greeting to all. I am implementing a algorithm created in matlab to arduino. I am facing a problem while converting the following matlab code to arduino..
[V,D] = eig(Rxx);
where Rxx is 6x6 matrix of complex numbers and i have to find the eigenvalues and eigen vectors of this matrix. In matlab i am using the eig function but i don't know how to do it in arduino. As arduino uses the C++ language. I have little knowledge about eigenvalues and vectors. Can any one help???

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