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Re: unsymmetric eigenvalue problem
Patrick Alken <patrick.alken@colorado.edu> writes:
> and compared the results with octave and find perfect agreement.
Good;)
> In terms of speed, my code runs slower than octave's eigenvalue
> solver (which I think is essentially the fortran code from LAPACK)
> but I only notice the slowdown at around N = 500 matrices.
You are suggesting that your code is roughly as fast as LAPACK up to
N=500? Not knowing anything about the internals of octave, but they
might be switching over to a different LAPACK routine/algorithm for
larger matrices, not?
> There is certainly room for improvement here but I believe the
> priority for now is to get an eigenvalue solver into GSL.
Sounds good.
> I haven't gotten much feedback so far so I hope others will find
> this useful..
It definitely closes one hole in GSL, and as such I find it very
important. Personally I only have to deal with symmetric/hermitian
matrices (for now), so there is not much to say about your code from
my point of view.
I hope to see this code in GSL soon, and I hope that /time/ will
improve other parts of GSL as well.
Greetings,
Jochen
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(Part 3 you find in my messages before fall 2003.)