Re: [eigen] GeneralizedEigenSolver eigenvalues different from lapack dggev

[Bill Greene <w.h.greene@xxxxxxxxx>]

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.

gael

On 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 eigenvalues

agree 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 related

to that issue. I'm using Eigen 3.2.9 but could certainly try 3.3-beta if appropriate.

Thanks.

Bill Greene