Re: [eigen] generalized eigenvalue problem with complex matrices |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] generalized eigenvalue problem with complex matrices*From*: Manav Bhatia <bhatiamanav@xxxxxxxxx>*Date*: Tue, 13 Aug 2013 14:02:59 -0400*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=20120113; h=mime-version:in-reply-to:references:date:message-id:subject:from:to :content-type; bh=YB+iOVRxbAur3BcZGVKfRziEsZO0f4d6KiK2nSyLs3Y=; b=XSc03EwsYarNs9KHss9qxtrThoVthrhSBX/AKKTCJ9Woezp2LzLb/iGeGNTtGRdlTG qxtu4wcMQ3Yk/4UQO4JrmkAgWS0vrVpDPWeV9/htQs9tNH7c+3s4750sW3l9E9cKFzOC itv5tQ9QmC5u/UZ8HaTZsA5vdnjCfWooPU3NCZH/H25nesuA+VuG1t1u5/aMxn7vmHwr 87UJraRcDP6No0vvNQiOkYAua955aG2E1LhG25js2R+cmywlD5sOrgy5ViHZr6c1WKKL Lcl+IQjE1oLoy8+GnO0j2J4a5w1cVdbg6KEKXURVtDJvapWUNbbS6DVuYEho2myaqavX cD1Q==

I have coded generalized eigensolvers only for real matrices in the past, but I don't expect the algorithm for complex valued matrices to be too different.

Out of curiosity, is there a performance comparison of the generalized eigensolver coded in Eigen to that of a system optimized LAPACK? I understand the motivation behind not keeping too many external dependencies, but something like MKL or system optimized LAPACK are prevelant enough to consider providing an interface for?

-Manav

On Tue, Aug 13, 2013 at 12:20 PM, Christoph Hertzberg <chtz@xxxxxxxxxxxxxxxxxxxxxxxx> wrote:

On 13.08.2013 16:49, Manav Bhatia wrote:Generally, we don't want to have any (mandatory) external dependencies (other than the C++ std-library). We could think about making Eigen call external LAPACK routines on request (similar to optional MKL support).

I am not familiar with Eigen enough to know if it makes use of LAPACK

routines. But if it does, would this class be of interest for inclusion in

the library? If not is the expectation for someone to write an eigensolver

in Eigen instead?

So the preferred solution is to actually implement the GeneralizedEigenSolver for complex matrices in Eigen itself. (I have no idea how much work that is, i.e. how much different from the real version this is)

Christoph

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Dipl.-Inf., Dipl.-Math. Christoph Hertzberg

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**References**:**[eigen] generalized eigenvalue problem with complex matrices***From:*Manav Bhatia

**Re: [eigen] generalized eigenvalue problem with complex matrices***From:*Christoph Hertzberg

**Re: [eigen] generalized eigenvalue problem with complex matrices***From:*Manav Bhatia

**Re: [eigen] generalized eigenvalue problem with complex matrices***From:*Christoph Hertzberg

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