At Tue, 13 Jun 2006 09:56:20 -0600, > I propose adding the double-shift method to gsl (assuming it > passes any further tests needed) which would be a perfectly > fine eigenvalue solver (EISPACK used it for a number of years) > until I (or someone else) can find the time to implement method 3. > > Attached is the latest (final? :)) patch.
The latest patch is in sources.redhat.com CVS with some extra cleanups. It works well. I modified the balance() routine to return the diagonal scaling elements D (for computing the eigenvectors later) and moved the memory allocation up out of hessenberg() into the workspace. -- Brian Gough
