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 10:49:53 -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=XOReDS/XFHAHWZyvz4SRXNLA2QkcldyIAk08t2NVz7I=; b=0ar1kNN2s5IKemilMIpLQIhN75LlXd+7nB64mZPlVcaVmOsvSDboy41C3dRixA0XMb lDlhTNdiKJpqpE0KoP5cCa8XS6SbjQiFhew3oOw+nIzqvtu68ubQ9uD/jRVY24oEtFsK 4BiBXNS+tbgqVSM99SBjIIyi5FBRgd/hZ7DW7OOxj96oJQK9/TEPKFTqj9T7c2ndU9+o CtUBZ+q1oSs6Eevc+sFcHPIJ1sUaof1STBsX08oK5516t2eROvjxJYlVV/8bpNWvn5EY CFzTSgRqfoxby9bHI4vObW1+41PHaUewmyLTCCqzY4RexnllETC58c1UEmD6qfFFeBON aHZg==

Thanks!

I created a class that has a similar API as the GeneralizedEigenSolver, but makes a call to the LAPACK zggev function. It is working pretty well for me.

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?

I would appreciate any comments.

Thanks,

Manav

On Tue, Aug 13, 2013 at 9:32 AM, Christoph Hertzberg <chtz@xxxxxxxxxxxxxxxxxxxxxxxx> wrote:

If A and B were selfadjoint, you could instead use GeneralizedSelfAdjointEigenSolOn 08.08.2013 23:04, Manav Bhatia wrote:

I need to solve the eigenproblem A x = \lambda B x, where A and B are

complex matrices. I noticed that the GeneralizedEigenSolver supports only

real A and B.

Is there any other class available to support complex A& B, or anything

else in the works?ver.

If B is invertible, you can solve the equivalent (but numerically less stable) problem (using the normal EigenSolver):

(A*B.inverse()) * x = lambda * x.

Equivalently, if A is invertible:

recip_lambda * x = (A.inverse()*B) * x

Of course, the best way would be to find someone able (and willing) to implement GeneralizedEigenSolver for complex matrices ^^

Regards,

Christoph

--

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

Cartesium 0.049

Universität Bremen

Enrique-Schmidt-Straße 5

28359 Bremen

Tel: +49 (421) 218-64252

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

**References**:**[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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