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https://issues.apache.org/jira/browse/MATH-235?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Thomas Neidhart updated MATH-235:
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Attachment: MATH-235_HessenbergTransformer.patch
As a first step, I worked on a Hessenberg Transformer to reduce a non-symmetric
matrix to Hessenberg form.
The code is taken mainly from jama and follows the TridiagonalTransformer.
> Eigenvalues/eigenvectors of real asymmetric matrices
> ----------------------------------------------------
>
> Key: MATH-235
> URL: https://issues.apache.org/jira/browse/MATH-235
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 2.1
> Reporter: James Housden
> Priority: Minor
> Fix For: 3.1
>
> Attachments: MATH-235_HessenbergTransformer.patch
>
>
> The EigenDecompositionImpl class contains methods to calculate the
> eigenvalues/eigenvectors of real symmetric matrices. However, for real
> asymmetric matrices there are currently no methods available to do this.
> It would be nice if commons-math could be enhanced to provide this extra
> functionality.
> Please note that the JAMA package contains a possible implementation in its
> EigenvalueDecomposition class.
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