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From Thomas Neidhart <thomas.neidh...@gmail.com>
Subject Re: svn commit: r1334463 - in /commons/proper/math/trunk/src: main/java/org/apache/commons/math3/linear/HessenbergTransformer.java test/java/org/apache/commons/math3/linear/HessenbergTransformerTest.java
Date Sat, 05 May 2012 18:08:47 GMT
On 05/05/2012 08:02 PM, Luc Maisonobe wrote:
> Le 05/05/2012 19:53, tn@apache.org a écrit :
>> Author: tn
>> Date: Sat May  5 17:53:32 2012
>> New Revision: 1334463
>>
>> URL: http://svn.apache.org/viewvc?rev=1334463&view=rev
>> Log:
>> [MATH-235] add HessenbergTransformer to transform a general real matrix to Hessenberg
form.
>> This is a first step for the eigenvalue decomposition of a non-symmetric matrix.
> 
> Great!
> 
> Thanks, Thomas.

The other parts are also working:

 * SchurTransformer
 * Final Eigenvalue / vector computation

It needs a bit more cleanup but I plan to commit it till tomorrow.

Where I am still struggling is with the internal DecompositionSolver,
which right now only works for real eigenvalues. In case of complex
eigenvalues, this would need to change and may result in a complex result.

So I do not know if we should throw a NotSupportedException in case of
complex eigenvalues when calling EigenDecomposition.getSolver()?

Thomas

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