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Posted to issues@commons.apache.org by "Thomas Neidhart (JIRA)" <ji...@apache.org> on 2015/06/24 21:17:04 UTC
[jira] [Commented] (MATH-1216) Add balancing of unsymmetric
matrices in EigenDecomposition
[ 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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