Re: [eigen] Plans for EigenSolver

[ Thread Index | Date Index | More Archives ]


here is a general eigen solver working for complexes:

this a very rough implementation ported from JAMAPACK, but at least it
passes all the unit tests and unlike the current EigenSolver the
algorithm is easy to follow.

Any help to make it better is more than welcome, some ideas:

- make it suitable for real (it is currently specialized for complexes)
- more unit tests to check the accuracy, etc.

these 2 todo are mandatory to include it in Eigen, and then:

- offer the possibility not to compute the eigenvectors
- make the internal Shur decomposition available
- more cleaning
- improve speed,
- improve accuracy,


On Tue, Aug 18, 2009 at 4:40 PM, Gael
Guennebaud<gael.guennebaud@xxxxxxxxx> wrote:
> actually someone told me yesterday she managed to hack an EigenSolver
> for complexes on top of our HessenbergDecomposition and mimicking the
> implementation of the Shur decomposition of JAMPACK. I waiting for her
> reply about its integration in Eigen... She acknowledged her
> implementation was certainly not perfect, but I'm sure this is already
> a good step in the right direction and that would be a very nice
> contribution. I'll let you now as soon as I have more info.
> gael.
> On Tue, Aug 18, 2009 at 3:22 PM, Benoit Jacob<jacob.benoit.1@xxxxxxxxx> wrote:
>> 2009/8/18 Jitse Niesen <jitse@xxxxxxxxxxxxxxxxx>:
>>> 2. I rewrite EigenSolver along the lines of SelfAdjointEigenSolver, possibly
>>> working with Benoit (and others) to achieve this. This may be more useful
>>> (there is more interest in eigenvalue problem solvers than matrix function),
>>> but I'm not sure it's efficient because Benoit works much faster than me.
>> .... BUT if you want to rewrite EigenSolver on your own, by all means
>> do it ! ;) it's just that i'm not able to help at the moment.
>> I think that Gael just made Hessenberg use the new Householder
>> transformations, which is a good first step, you'll have to do on your
>> own the rest.
>> Benoit

Mail converted by MHonArc 2.6.19+