unsymmetric eigenvalue problem

Patrick Alken patrick.alken@colorado.edu
Fri May 19 16:57:00 GMT 2006


Hi,

  Code performance is very important of course. I haven't done
any benchmarks against LAPACK yet, since I want to make sure
the algorithm is stable first. It should be running in O(N^3)
time right now since thats what Golub & Van Loan say and I
implemented their algorithm pretty much as they outlined it.
I will optimize what I can once its working perfectly.

Patrick Alken

On Fri, May 19, 2006 at 12:51:04PM +0000, C J Kenneth Tan -- OptimaNumerics wrote:
> Patrick,
> 
> On 2006-05-18 10:40 -0600 Patrick.Alken@colorado.edu wrote:
> > On Thu, May 18, 2006 at 11:21:33AM -0500, Linas Vepstas wrote:
> > > On Wed, May 17, 2006 at 02:45:10PM -0600, Patrick.Alken@colorado.edu wrote:
> > > >
> > > >   I have recently needed to compute eigenvalues of unsymmetric
> > > > matrices,
> > >
> > > When I hit ths problem, someone recommended LAPACK, which
> > > I then used happily (routine DGEEV). This mailing list has
> > > seen occasional discusions about how to wrap/merge/whatever
> > > LAPACK routines with gsl (a technical problem is that LAPACK
> > > uses the fortran calling convention, making it ugly in C.)
> > 
> > LAPACK I believe uses the same QR algorithm which I have been
> > implementing, so if I can make it as robust as LAPACK's
> > implementation it should be a far better alternative than
> > linking to fortran code.
> 
> Are you taking into consideration performance of the code?  How do you
> currently compare against NETLIB LAPACK?  
> 
> 
> Kenneth Tan
> -----------------------------------------------------------------------
> C J Kenneth Tan, PhD
> OptimaNumerics Ltd                    Telephone: +44 798 941 7838
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