[eigen] Eigenvalues of (lower) Hessenberg matrix
• To: eigen@xxxxxxxxxxxxxxxxxxx
• Subject: [eigen] Eigenvalues of (lower) Hessenberg matrix
• From: Ian Bell <ian.h.bell@xxxxxxxxx>
• Date: Mon, 3 Apr 2017 18:59:11 -0600
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I have a matrix, that by its construction is known to be Hessenberg (rigorously, lower Hessenberg, but it doesn't matter because the transpose of a matrix has the same eigenvalues as the original matrix and all I care about is eigenvalues).  Is there any magic trick in Eigen that allows for more efficient evaluation of eigenvalues?  The standard method eigenvalues() doesn't seem to do anything too smart about checking for the Hessenberg-ness of the matrix.  Lapack has the function dhseqr, is there anything similar in Eigen?

Ian

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