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From Arne Plöse <plq...@gmx.de>
Subject Re: [math] Eigenvalue decomposition like octave
Date Wed, 18 May 2011 17:01:03 GMT
I did not dig deep in the sources but I thought the current
implementation is derrivied from JAMA? If not, the JAMA and Jamapack
code seems to work for me. At least they look similar by name for the
*.m file counterparts. 
        
Arne  
        
Am Dienstag, den 17.05.2011, 21:06 +0200 schrieb Luc Maisonobe: 
> Le 17/05/2011 20:40, Arne Plöse a écrit :
> > Is there a Eigenvalue decomposition like octave "eig(m)" that takes also
> > matices that are not symmetric? Or any mathematical tip how to do this?
> 
> No, we do not have an implementation for non-symmetric matrices.
> There is an open issue for that 
> <https://issues.apache.org/jira/browse/MATH-235>. We would be happy to 
> have one (and we would be happy to fix our SVD implementation too).
> 
> Algorithms to do this generally invold first a transform to upper 
> Hessenberg (i.e. upper triangular with additional non-null terms just 
> below the main diagonal) and then a Schur decomposition. I think Schur 
> decomposition implies working with complex elements.
> 
> Patch welcome!
> 
> Luc
> 
> >
> > Arne
> >
> >
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> 
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