First, I would consider using LAPACK. I use LAPACK with Cygwin (it one of the math packages that can be downloaded with Cygwin).
My experience using GSL to extract eigenvalues and vectors has been painful. I used GSL to do a Cholesky factorization, Householder similarity transformation,and finally solve for eigenvalues and vectors on a tridiagonal matrix. On a 4000x4000 matrix the cumulatively time was ~9 hrs. On the same (AMD) machine using LAPACK, it took ~3.5 minutes. ---John 2011/3/19 Dr. Mehmet SAHIN <[email protected]> > Dear Sir/Madam, > We try to find eigenvalues and eigenvectors of a non-symmetric tridiagonal > matrix. But we have not found any solution in the GSL subroutines. How can > we use the GSL subroutines to solve eigenvalues of a nonsymmetric > tridiagonal marix? > Our real matrix T has the property that the products of pairs of > offdiagonals T(i,i+1)*T(i+1,i) are all positive. Which subroutine(s) we > should use? Could you help us about solving this problem? > > Sincerely, > > Mehmet SAHIN > Selcuk University > Department of Physics > Konya, Turkey > > e-mail: [email protected] > > _______________________________________________ > Help-gsl mailing list > [email protected] > http://lists.gnu.org/mailman/listinfo/help-gsl > _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
