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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1216) Add balancing of unsymmetric matrices in EigenDecomposition
Date Thu, 16 Apr 2015 14:04:58 GMT
Thomas Neidhart created MATH-1216:
-------------------------------------

             Summary: Add balancing of unsymmetric matrices in EigenDecomposition
                 Key: MATH-1216
                 URL: https://issues.apache.org/jira/browse/MATH-1216
             Project: Commons Math
          Issue Type: Improvement
            Reporter: Thomas Neidhart


To improve the speed and accuracy when calculating eigen values, unsymmetric matrices should
be balanced. The default used in LAPACK is the Parlett Reinsch method.

This page contains information about the various methods and proposes another one:

http://www.cs.pomona.edu/~tzuyi/Research/Balancing/



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