c++ - Which algorithm do DGGEV or DSYGV Eigen solvers in LAPACK implement? Is it 'QZ' algorithm which MATLAB uses? -
which algorithm dggev or dsygv eigen solvers in lapack implement? 'qz' algorithm matlab uses?
http://www.netlib.org/lapack/explore-html/d9/d52/dggev_8f_source.html
http://www.netlib.org/lapack/explore-html/d5/d2e/dsygv_8f.html
does know can find implementation of qz algorithm (generalized schur decomposition) calculate eigen values & vectors in c++?
edit:
i implemented of lapack routines , mentioned observations in link:
http://scicomp.stackexchange.com/questions/16220/eigenvectors-matlab-vs-lapack-dggev-or-dggevx
matlab used have list of lapack rountine used eig
function in documentation, decided remove reason.
here screenshot of table archived docs of r2009a:
i can't guarantee things haven't changed since then.
edit:the doc page of qz
function had similar table of lapack rountines:
for reference, @ how other scientific frameworks implement function:
octave: has equivalent qz
function. here source code: http://hg.octave.org/octave/file/tip/libinterp/corefcn/qz.cc
scipy: implements generalized schur decomposition. you can see ends calling dgges lapack.
julia: here reference julia's implementation of schur decomposition: https://github.com/julialang/julia/blob/master/base/linalg/factorization.jl#l697, https://github.com/julialang/julia/blob/master/base/linalg/lapack.jl#l3358
r: here equivalent r bundle generalized eigenvalue problem. can inspect source code: http://cran.r-project.org/web/packages/geigen/index.html
c++ matlab linear-algebra lapack eigenvalue
No comments:
Post a Comment