Re: unsymmetric eigenvalue update

[Brian Gough <bjg at network-theory dot co dot uk>]

At Mon, 14 Aug 2006 08:59:25 -0600,
Patrick Alken wrote:
> Thanks for the update. I have a new balance and hessenberg
> routine too that I fixed up a while back. Its no longer necessary
> to do any dynamic allocation for the hessenberg function.
> I also modified the francis routine a little more to
> work better on ill-conditioned matrices and reduce more roundoff
> error. Also, I modified linalg.texi and eigen.texi to give
> complete documentation on all the functions I've added.
> I will make a new patch against the latest CVS and post it as soon as
> I can.

Thanks, I downloaded it and am integrating it.

> Due to the sheer amount of code needed to get the high-performance
> eigensolver to work (currently about 4500 lines) mainly due to
> the large lapack routines, I'm starting to wonder if its worth it.
> Most of this code is only useful in terms of the eigenvalue problem
> and won't be useful for more general linear algebra problems. So
> all this code is there for just solving one problem and it might
> be wiser to go with the simpler francis solver whose code would
> be easier to understand/maintain. The rest of GSL seems to have
> the goal of containing small and simple to understand algorithms
> and all of this lapack code might just "uglify" the library. Any
> comments on this?

I think the francis solver is the right tradeoff of complexity vs
efficiency for GSL, it will keep the maintenance costs down and will
be fine for most users.  The bulge solver would be best as a separate
package if you want to distribute it so people can try it out
(http://www.gnu.org/software/gsl/#extensions)

-- 
Brian Gough

Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/