Math::MatrixReal has a nice ($l, $V) = $matrix->sym_diagonalize() method that lets you to compute the eigensystem of a quadratic and symmetric matrix. Note that the implementation is really cool (it worked for me even for some astonishingly large matrices I threw at it just for fun): it uses Householder reduction followed by the QL algorithm, so it is in fact O(N^3)!!!
rg0now
In reply to Re: Lapack, inline and Perl
by rg0now
in thread Lapack, inline and Perl
by qhayaal
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