in reply to Egenvalues/Eigenvectors for Non-Symmetric Arrays?

Eigen returns at least Math::GSL::Eigen, which has functions for eigenvalues of both symmetric and nonsymmetric matrices. I'm not sure where you've looked or why GSL was inappropriate. PDL::MatrixOps also discusses an eigens function which computes the eigenvalues and vectors using PDL (I guess).

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Re^2: Egenvalues/Eigenvectors for Non-Symmetric Arrays?
by ack (Deacon) on Jun 16, 2009 at 15:27 UTC

    I just took a look at Math::GSL::Eigen, installed it and tested it; looks like it'll do the job. I don't know why I missed it either.

    I had done several searches on CPAN and Super Searches here in the Monestary but came up empty except for 2 or 3 packages that all, according to their documentation, only worked with symmetric matrices. I actually tried several using known test matrices and they all failed on all but the symmetric matrices.

    But I never came up with Math::GSL::Eigen...don't know why. Maybe I didn't phrase my search question quite right.

    When I just went out a couple of minutes ago and checked it out with Perl Package Manager I realized that I probably was scared off thinking I need to install the GNU package, too. I think perhaps I didn't overlook Math::GSL::Eigen; just thought I didn't have all that was required to use it. I should've known better.

    Anyway, thank you so much for the pointer. Somehow I just knew that someone had to have done this. Your pointer is so very much appreciated.

    ack Albuquerque, NM
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      If the matricies are very large and sparse, you may be better off using a sparse format and using something like power method. This may also be a good job for a little inline C.
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Re^2: Egenvalues/Eigenvectors for Non-Symmetric Arrays?
by etj (Priest) on May 31, 2022 at 23:07 UTC
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[d/l]

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