Re: [Help-gsl] Eigenvectors with GNU Scientific library

[Jochen Küpper <jochen at fhi-berlin dot mpg dot de>]

Dmitri Pissarenko <mailing-lists@dapissarenko.com> writes:

> I have to calculate eigenvalues and eigenvectors of a square real (but not
> symmetric) matrix.
>
> Can I do this with the eigenvalue routines of GNU Scientific Library?

Probably not:

,----[ (info "(gsl-ref)Eigensystems") ]
| This chapter describes functions for computing eigenvalues and
| eigenvectors of matrices.  There are routines for real symmetric and
| complex hermitian matrices, and eigenvalues can be computed with or
| without eigenvectors.  The algorithms used are symmetric
| bidiagonalization followed by QR reduction.
| 
|    These routines are intended for "small" systems where simple
| algorithms are acceptable.  Anyone interested finding eigenvalues and
| eigenvectors of large matrices will want to use the sophisticated
| routines found in LAPACK. The Fortran version of LAPACK is recommended
| as the standard package for linear algebra.
`----

Greetings,
Jochen
-- 
Einigkeit und Recht und Freiheit                http://www.Jochen-Kuepper.de
    Liberté, Égalité, Fraternité                GnuPG key: CC1B0B4D
        (Part 3 you find in my messages before fall 2003.)

Attachment: pgp00000.pgp
Description: PGP signature