Re: [eigen] GeneralizedEigenSolver eigenvalues different from lapack dggev |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] GeneralizedEigenSolver eigenvalues different from lapack dggev*From*: Bill Greene <w.h.greene@xxxxxxxxx>*Date*: Thu, 4 Aug 2016 11:51:58 -0400*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=20120113; h=mime-version:in-reply-to:references:from:date:message-id:subject:to; bh=YkFKtmiLVEIsX7KewjTUDu3aoQSgnKyQlC+TQV0mqKE=; b=qzouDbk+KxBhNL1QnJkHTMRAV47+6UJEXy582Rv9mwkiQQaZrirHdMx8eLk+FBdJVD 8RGaaqR9kB6IVfusR5gHBTOZv6P45JsgdNfWi9RI6nT0k/wVhmIVBmdiWrI6MLFCKTRP ooCL74lfu/+JojfjlVv0inDBvxVpD3VB1pwHvD2u8C+/ZuUgDwypx29GEMGqQtfd8BJC o2l8pffMDdpjmKPgX33l6VX52dX+rwVZ94AkmRBA3+BizXNlwivT7rJEL3imj2EtzsYK kYzgkca+4OiiVsX8WNVz9Ykemdmmg8+zfet6x8zSsOc3XbTL4/P6o9imVzPpnOkJOAGD tl+w==

Thanks for the quick reply!

With 3.3-beta2, all 9 eigenvalues in my simple test agree between GeneralizedEigenSolver and lapack.

For what its worth, the alpha and beta components for the complex conjugate pairs differ from those

returned by dggev but, as I say, the quotients are the same.

Bill

On Thu, Aug 4, 2016 at 11:17 AM, Gael Guennebaud <gael.guennebaud@xxxxxxxxx> wrote:

I've recently applied some changes in GeneralizedEigenSolver, so it might be worth trying 3.3-beta2. Then, it could also be the case that your pair of matrices is not diagonalizable, in which case both implementation returns garbage. Finally, sharing your matrices would help to identify the issue.gaelOn Thu, Aug 4, 2016 at 3:36 PM, Bill Greene <w.h.greene@xxxxxxxxx> wrote:I have a simple test case with n=9 where alpha(i) and beta(i) for five eigenvaluesagree but four do not. Only one pair of three of the complex conjugate pairs agree.For the two pair that do not agree, the alpha values are very large (i.e. 10^61).I took a look at bug 645 and it is unclear to me if the problem I'm seeing is relatedto that issue. I'm using Eigen 3.2.9 but could certainly try 3.3-beta if appropriate.Thanks.Bill Greene

**Follow-Ups**:**Re: [eigen] GeneralizedEigenSolver eigenvalues different from lapack dggev***From:*Wood, Tobias

**References**:**[eigen] GeneralizedEigenSolver eigenvalues different from lapack dggev***From:*Bill Greene

**Re: [eigen] GeneralizedEigenSolver eigenvalues different from lapack dggev***From:*Gael Guennebaud

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