Re: [ESA-SoC] Generalized eigenvalue

[András Mihálykó]

Hi,

so far I have understood, the problem is that balancing is usually
beneficial, but there are some matrices, when without balancing the dgeevx
(Lapack) function gives more accurate vectors. The octave code never
includes the balancing step, and if we want to include it (if one knows that
this is an option), we should do it previously manually. Although, it would
be even better, if we would include the balancing step to the eig.cc, with
optionally turn off. The dgeevx function has this option. 
On the other side, the best option would be, if octave could decide if to
use the balancing step or not, or have such a balancing step, that doesn't
worsen the accuracy of the eigenvectors any times. Here
http://icl.cs.utk.edu/lapack-forum/viewtopic.php?f=13&t=4270&p=10278&hilit=geev#p10278
they claim that they have a better balancing algorithm. It should be
examined, if it really gives proper result for every matrix. 
There are also other ways to call eig from ML, the same could be developed,
as well. 

András



--
View this message in context: 
http://octave.1599824.n4.nabble.com/ESA-SoC-Generalized-eigenvalue-tp4669870p4670024.html
Sent from the Octave - Maintainers mailing list archive at Nabble.com.