| Re: [eigen] Inversion of complex |
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Am 28.09.2012 um 19:10 schrieb "Norman Goldstein" <normvcr@xxxxxxxxx>:
> Which class of matrices are your working with?
> ( What does your code do when Z is not diagonalizable? )
>
>
> On 09/28/2012 09:34 AM, Claas H. Koehler wrote:
>> 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
>>
>