Re: [eigen] Inversion of complex

[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