[
https://issues.apache.org/jira/browse/MATH-1216?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14599978#comment-14599978
]
Thomas Neidhart commented on MATH-1216:
---------------------------------------
Link to paper: http://arxiv.org/pdf/1401.5766v1.pdf
> 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/
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)
