[eigen] Inversion of complex

["Claas H. Koehler" <claas.koehler@xxxxxx>]

Hi everybody!

I want to port some of my code from LAPACK to eigen. The original code performs an eigenvalue
decomposition of a matrix Z= T D T^{-1} into the diagonal matrix D and the transformation matrix T
consisting of the eigenvectors of Z.

Since both T and its inverse T^{-1} are required, T^{-1} is calculated by LU decomposition followed
by an inversion. As far as I can see, there exists a class ComplexEigenSolver for complex matrices
for the first part of the problem.

For the LU-decomosition and inversion I would like to use FullPivLU. Has anybody of you made
experiences with this method for complex matrices and knows how it performs compared to the LAPACK
routines ZGETRF and ZGETRI?

Kind regards
Claas

-- 
Deutsches Zentrum für Luft- und Raumfahrt e.V. (DLR)
German Aerospace Center
Remote Sensing Technology Institute | Experimental Methods | Muenchner Str | 82234 Wessling | Germany

Claas H. Köhler
Telephone +49 8153 28-1274 | Telefax +49 8153 28-1337 | claas.koehler@xxxxxx

www.DLR.de/EOC