Igor Zhuravlof provides j routines that model LAPACK routines for
eigenvalues and eigenvectors. See "matrix toolbox"
~addons/math/mt
with contents summarized in
~addons/math/mt/mt.ijs
I have not tried them but would expect them to run in j701JHS.
--Kip Murray
On 4/8/2013 12:45 AM, Michal D. wrote:
Hi All,
I have been trying to get J to compute the eigen values & vectors of a
matrix. I've come across
http://www.jsoftware.com/jwiki/Essays/Eigenvaluesbut none of the
algorithms there seem stable on my input matrix and the
lapack package doesn't seem to work on 64-bit J. I laboriously exported
the matrix to a .csv and then hacked up a C++ program that computes the
eigen values using eigen (
http://eigen.tuxfamily.org/index.php?title=Main_Page) which had no problem
with computing the eigen values.
What is the current state-of-the-art in eigen values in J? Should I just
downgrade to 32-bit J and use the lapack package?
Cheers,
Mike
Ps. There is nothing I like better than generating random input data using
J. What took pages of Haskell and TCL was boiled down to 7 clear lines of
J. WOW =)
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