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Re: unsymmetric eigenvalue problem
- From: C J Kenneth Tan -- OptimaNumerics <cjtan at OptimaNumerics dot com>
- To: Patrick dot Alken at colorado dot edu
- Cc: gsl-discuss at sourceware dot org
- Date: Fri, 19 May 2006 12:51:04 +0000 (UTC)
- Subject: Re: unsymmetric eigenvalue problem
- References: <1147970428.446ca37ccefcd@webmail.colorado.edu>
- Url: http://www.OptimaNumerics.com
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
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C J Kenneth Tan, PhD
OptimaNumerics Ltd Telephone: +44 798 941 7838
E-mail: cjtan@OptimaNumerics.com Telephone: +44 207 099 4428
Web: http://www.OptimaNumerics.com Facsimile: +44 207 100 4572
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