Re: Nonsymmetric Eigenproblems

[Kenneth Geisshirt <kenneth@geisshirt.dk>]

Nils Wagner wrote:

> I am wondering if there is any effort concerning the handling of
> standard and generalized eigenvalue problems with
> nonsymmetric matrices.
> 
> Afaik, there are only routines for Hermitian (complex)
> symmetric (real case) matrices in GSL-1.4.
> 
> Any comments or suggestions ?

Back in 1994/5 I ported some routines from Pascal (implementation due to 
my thesis supervisor who ported it from Algol). I haven't used it for 
years. The description in the header file says:

   Eigen is a library for computing eigenvalues and eigenvectors of
   general matrices. There is only one routine exported, namely Eigen.

   The meaning of the arguments to Eigen is:
     1.   The dimension of the general matrix (n).
     2.   A general matrix (A).
     3.   The maximal number of iterations.
     4.   The precision.
     5.   A vector with the eigenvalues.
     6.   A matrix with the eigenvectors.

The source code is around 1000 lines of ISO C. I would be happy to 
contribute it to GSL.

Kneth

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Kenneth Geisshirt, M.Sc., Ph.D.         http://kenneth.geisshirt.dk
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