Re: [eigen] Polynomial solver, eigenvalues of companion matrix and balancing |

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Hi
Sorry for reviving an "ancient" thread, but:
I recently had to extract roots of a fourth order polynomial. Using Eigen to
find the eigenvalues of the companion matrix, I found that some roots were
horribly bad (compared to matlab, which gave much more reliable results). I
soon figured that the difference is that Matlab balances the matrices
beforehand. In this thread, Manuel said he had written a balancer, but I
cannot find it among the unsupported modules, nor can I find his bitbucket
account any more.
Because I wasn't aware of this previous effort, I had already translated
LAPACK's dgebal (the diagonal scaling part only) to C++. As I feel that
balancing should be supported in Eigen (via another EigenSolver flag?), I
wonder if this could be included. The original LAPACK dgebal.f is published
under the 3-clause BSD license, so the licenses should be compatible according
to my understanding.
Regards
Markus