Yes, LAPACK routines for eigenvalues/eigenvectors are much more advanced
than the gsl ones, especially for the non-symmetric cases.
For your particular problem, you would need to use the gsl_eigen_nonsymm
routines which handle a general non-symmetric matrix. There are no
routines in GSL which specifically handle nonsymmetric tridiagonal
matrices. There may be such a routine in LAPACK.
Patrick
On 03/24/2011 09:24 AM, John Chludzinski wrote:
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]
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