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Re: Nonsymmetric Eigenproblems


Nils Wagner wrote:

I am wondering if there is any effort concerning the handling of
standard and generalized eigenvalue problems with
nonsymmetric matrices.

Afaik, there are only routines for Hermitian (complex)
symmetric (real case) matrices in GSL-1.4.

Any comments or suggestions ?

Back in 1994/5 I ported some routines from Pascal (implementation due to my thesis supervisor who ported it from Algol). I haven't used it for years. The description in the header file says:


  Eigen is a library for computing eigenvalues and eigenvectors of
  general matrices. There is only one routine exported, namely Eigen.

  The meaning of the arguments to Eigen is:
    1.   The dimension of the general matrix (n).
    2.   A general matrix (A).
    3.   The maximal number of iterations.
    4.   The precision.
    5.   A vector with the eigenvalues.
    6.   A matrix with the eigenvectors.

The source code is around 1000 lines of ISO C. I would be happy to contribute it to GSL.

Kneth

--
Kenneth Geisshirt, M.Sc., Ph.D.         http://kenneth.geisshirt.dk
Grøndals Parkvej 2A, 3. sal                    kenneth@geisshirt.dk
DK-2720 Vanløse                                     +45 38 87 78 38



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