Sunday, 15 April 2012

c++ - Which algorithm do DGGEV or DSYGV Eigen solvers in LAPACK implement? Is it 'QZ' algorithm which MATLAB uses? -



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

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