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From "Thomas Neidhart (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1216) Add balancing of unsymmetric matrices in EigenDecomposition
Date Wed, 24 Jun 2015 19:17:04 GMT

    [ https://issues.apache.org/jira/browse/MATH-1216?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14599978#comment-14599978
] 

Thomas Neidhart commented on MATH-1216:
---------------------------------------

Link to paper: http://arxiv.org/pdf/1401.5766v1.pdf

> 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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