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Nonsymmetric eigenvalue problem
- From: Lowell Johnson <ldj00 at sio dot midco dot net>
- To: gsl-discuss at sources dot redhat dot com
- Date: Tue, 13 Aug 2002 19:33:46 -0500 (CDT)
- Subject: Nonsymmetric eigenvalue problem
I notice that GSL doesn't (yet) support the computation of the eigenvalues
of nonsymmetric matrices. I've started converting my Fortran-based
Mathieu function code over to C and ran into the symmetric eigenvalue
limitation in GSL.
The matrix I need to solve is of the form
a -q 0
-2q a-4 -q
-q a-16 -q
0 -q a-(2m)^2
Note that the only element making this matrix nonsymmetric is (2,1) (-2q).
For my original Fortran routines, I used the EISPACK routine RG(), which
computes the eigenvalues and eigenvectors of a real, general matrix. I
was hoping to be able to use the GSL eigenvalue routines. I have to
determine the eigenvalues for four matrices. The one listed above is the
only nonsymmetric matrix. The GSL routines work great for the other three
Any comments or suggestions?
Lowell D. Johnson
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