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https://issues.apache.org/jira/browse/MATH-1216?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Rob Tompkins updated MATH-1216:
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Fix Version/s: 4.X
> 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
> Fix For: 4.X
>
>
> 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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