Thomas Neidhart created MATH-1216:
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Summary: Add balancing of unsymmetric matrices in
EigenDecomposition
Key: MATH-1216
URL: https://issues.apache.org/jira/browse/MATH-1216
Project: Commons Math
Issue Type: Improvement
Reporter: Thomas Neidhart
To improve the speed and accuracy when calculating eigen values, unsymmetric
matrices should be balanced. The default used in LAPACK is the Parlett Reinsch
method.
This page contains information about the various methods and proposes another
one:
http://www.cs.pomona.edu/~tzuyi/Research/Balancing/
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