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Posted to issues@commons.apache.org by "Rob Tompkins (JIRA)" <ji...@apache.org> on 2017/04/18 15:16:41 UTC

[jira] [Updated] (MATH-1216) Add balancing of unsymmetric matrices in EigenDecomposition

     [ https://issues.apache.org/jira/browse/MATH-1216?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Rob Tompkins updated MATH-1216:
-------------------------------
    Fix Version/s: 4.X

> 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
>             Fix For: 4.X
>
>
> 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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