Re: [eigen] Generalized selfadjoint eigenvalues |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] Generalized selfadjoint eigenvalues*From*: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>*Date*: Wed, 16 Jun 2010 22:02:23 +0200*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:received:mime-version:received:in-reply-to :references:from:date:message-id:subject:to:content-type; bh=j5wxfY6GBc0hxJH5AbT+YzcCyFa0u/Lz/B+zioT30E8=; b=WZJ5Iv0GrjLkNx9zxog5YEHWbLkizWuewjnDQNGrqywKbBQQjP8KNRoeCo4+bbzt3N FkG4trpHW2i4Y+h+saLL846ufP8Hg3/47fTTYSMg0697JG48RiWYSYSxcvNMyMujPCXB kfvPXbZRERi2ApCD2SCjwDntCbSPv/+nApemQ=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:from:date:message-id:subject:to :content-type; b=OQlcQ6Z2oD1wkqnTW46NOYs58G6vzA+F+d7VaOTSloZC2pPUCxVe8L0kB7zgT6s23h 4wXfB+bKQUey7/YzNItiPwKL2JMUnovgdHHZ0b8aEAI5YebvNx/RejQ06+4jUiCTTV4V qxqx9n66TD18kHef7G8r0MWwSCogcYkdo1Ttg=

to keep us sync,: I'm doing these changes right now.... gael On Fri, Jun 11, 2010 at 7:24 PM, Gael Guennebaud <gael.guennebaud@xxxxxxxxx> wrote: > > > Ok, so let's summarize: > > 1 - Introduce a new GeneralizedSelfAdjointEigenSolver class (wow that's a > rather long name) > 2 - Introduce a new set of option flags for the decompositions. > > Sounds good to me. > > gael > > > On Thu, Jun 10, 2010 at 11:53 AM, Jitse Niesen <jitse@xxxxxxxxxxxxxxxxx> > wrote: >> >> On Thu, 10 Jun 2010, Gael Guennebaud wrote: >> >>> I have some API concerns about the generalized selfadjoint eigenvalues. >> >> Oops, I postponed that part of the Eigenvalues module because I don't know >> much about generalized eigenvalue problems and promptly forgot about it. >> >>> [...] 1 - we might also want to offer the possibility to solve the two >>> other variants: >>> BAx = lambda x >>> ABx = lambda x >> >> Stupid question: why not compute the (non-generalized) eigenvalues of the >> product BA or AB? If the normalization x^* B x = 1 is important, that can >> easily be fixed afterwards? >> >>> 2 - It would be nice to avoid the use of meaningless boolean for the >>> compute* parameter. This is not specific to the generalized eigenvalue >>> problem. Shall we introduce a ComputeEigenvectors enum though it is quite >>> long to write? What would be the contrary? DoesNotComputeEigenvectors? >>> definitely too verbose ! >> >> ComputeOnlyEigenvalues? Perhaps we can leave out the "Compute"? >> eigensolver.compute(A, OnlyEigenvalues) seems pretty clear. The >> constructor is more of a problem though. >> >>> So perhaps we could have an options parameter of or-ed flags shared by >>> all decompositions: >> >> So perhaps that's best. >> >>> 3 - Last concern: maybe it would be better to introduce a new >>> GenSelfAdjointEigenSolver class built on top of SelfAdjointEigenSolver. >> >> Yes, I agree with that. >> >>> Indeed, the generalized pb requires to compute (and then store) a LLT >>> dec. Currently it is dynamically allocated in the compute function itself >>> but it would be better to allow preallocation, but it is not good either to >>> always preallocate it while we don't know is the user will want to solve a >>> classic problem or a generalized one ? >> >> Regarding pre-allocation, the main issue that I left unsolved in the >> Eigenvalues module is that HouseholderSequence::evalTo() dynamically >> allocates a vector. I did not find an easy way to avoid this. >> >> >> Jitse >> >> > >

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**Re: [eigen] Generalized selfadjoint eigenvalues***From:*Jitse Niesen

**Re: [eigen] Generalized selfadjoint eigenvalues***From:*Gael Guennebaud

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