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From: | eem2314 |
Subject: | Re: [ESA-SoC] Generalized eigenvalue |
Date: | Mon, 27 Apr 2015 09:56:07 -0700 (PDT) |
Thanks,
I think it's clear now. I have also seen, that in ML there are two algorithms, that can be chosen for the generalized eigenvalue problem, these could be implemented, too, if there exist such a Lapack routine, that uses Cholesky decompozition. So far I've seen, the dggevx does the qz iteration. I see it's not too important, while usually qz does it better. I can examine the dggeevx routine for other matrices, too.
I can do the things above, or what else should I pay attention to?
Regards:
András
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