Re: [eigen] generalized eigenvector solver bug |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] generalized eigenvector solver bug*From*: Gareth Owen <gareth.w.owen@xxxxxxxxx>*Date*: Thu, 12 Mar 2015 01:17:06 +0000*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=2vxVnH0we8IwHaVAr3NeVGIz54zzEZwFEhdu1kw+nUE=; b=gx0NO6a+0y5swC/ZCgXdoBOoKdbOLLyu16RHNBjaHFmFs2mTWnBLIjk877gfJX3CwV mROQ0nOnVz1sLTfnaCgFnIhJew9nOEzft77bzTNWasyB04uNqxjSYtzeyfj5jk0/bvHU kMvYc2G3Dbl1mLGZnPtCPhHXcTy56QfYGVJYZ++7NxV0ewE397jF2PwHghUmgnvqv6oi aPQsL2IQBjE4OYSs3VpKmxREEF47kra/a669DSRr8WDb2mwgmTCnHEjb9LflFURUo+Fn bw6ZCYBo6U6xGKdSJzSS1+VDS3tqAa0ztw5k/Mrp7KSPGVIKAu/DVdy6rWrgGheHf8P/ cf3w==

I've noticed that getting the right-eigenvalue out seems to be the most common implementation out there - perhaps this would be a good place to start here?

GarethOn Mon, Mar 9, 2015 at 8:23 AM, Gael Guennebaud <gael.guennebaud@xxxxxxxxx> wrote:

For the self-adjoint case, if one of the matrices is positive-definite, then the class GeneralizedSelfAdjointEigenSolver is already pretty good. It is based on a LL^T factorizarion of the positive-definite one, and on the SelfAdjointEigenSolver class to carry out the actual eigen-problem.For the non-symmetric but real case, the class GeneralizedEigenSolver is based on the quite standard QZ algorithm (mostly from Golub's Matrix Computations book), but only the eigenvalues are returned and we're only missing the bits to extract the eigenvectors from QZ and eigenvalues. Improving the QZ implementation as suggested by Pavel won't change the fact that the aforementioned part of the puzzle (aka bug 645) will be missing and should probably be worked out first.gaelOn Sun, Mar 8, 2015 at 4:09 PM, Gareth Owen <gareth.w.owen@xxxxxxxxx> wrote:GareththanksHi,I've been looking over solvers for the generalized eigenvalue problem a bit this week, and I was wondering which implementation would be meant for the generalized eigensolver within Eigen - generalized symmetric definite or generalized nonsymmetric? Which might be best to try and implement first?On Fri, Mar 6, 2015 at 3:18 PM, Gael Guennebaud <gael.guennebaud@xxxxxxxxx> wrote:As far as I known, nothing has been started yet.gaelOn Fri, Mar 6, 2015 at 12:48 PM, Gareth Owen <gareth.w.owen@xxxxxxxxx> wrote:GareththanksHi,I've noticed that the generalized eigensolver bug (645) is still open - is there any work being done on this?

**References**:**[eigen] generalized eigenvector solver bug***From:*Gareth Owen

**Re: [eigen] generalized eigenvector solver bug***From:*Gael Guennebaud

**Re: [eigen] generalized eigenvector solver bug***From:*Gareth Owen

**Re: [eigen] generalized eigenvector solver bug***From:*Gael Guennebaud

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