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Re: unsymmetric eigenvalue update
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: Patrick Alken <patrick dot alken at colorado dot edu>
- Cc: gsl-discuss at sourceware dot org
- Date: Mon, 14 Aug 2006 15:24:08 +0100
- Subject: Re: unsymmetric eigenvalue update
- References: <20060613155620.GA21626@hippogriff.physics.drexel.edu>
- Reply-to: gsl-discuss at sourceware dot org
At Tue, 13 Jun 2006 09:56:20 -0600,
> I propose adding the double-shift method to gsl (assuming it
> passes any further tests needed) which would be a perfectly
> fine eigenvalue solver (EISPACK used it for a number of years)
> until I (or someone else) can find the time to implement method 3.
>
> Attached is the latest (final? :)) patch.
The latest patch is in sources.redhat.com CVS with some extra
cleanups. It works well. I modified the balance() routine to return
the diagonal scaling elements D (for computing the eigenvectors later)
and moved the memory allocation up out of hessenberg() into the
workspace.
--
Brian Gough