I attempted to use one of the math/mt routines (geev) but get a value error on "trsmu1x" which does not appear to be defined anywhere.
There is a Jacobi solver in ~addons/math/misc/jacobi that appears to work for a symmetric argument. Also, there's the code from Donald McIntyre's article on Jacobi's method - http://www.jsoftware.com/jwiki/DevonMcCormick/JacobiByMcIntyre - which I modernized to run in contemporary J - that appears to give an answer when the other version of "jacobi" does not (i.e. for a non-symmetric matrix) but I don't know how good this is. I can use this latter to duplicate the results shown here - http://algebra.math.ust.hk/eigen/01_definition/lecture2.shtml - for some simple, small problems. On Mon, Apr 8, 2013 at 3:17 AM, Kip Murray <[email protected]> wrote: > 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<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<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 =) >> ------------------------------**------------------------------** >> ---------- >> For information about J forums see >> http://www.jsoftware.com/**forums.htm<http://www.jsoftware.com/forums.htm> >> >> ------------------------------**------------------------------** > ---------- > For information about J forums see > http://www.jsoftware.com/**forums.htm<http://www.jsoftware.com/forums.htm> > -- Devon McCormick, CFA ^me^ at acm. org is my preferred e-mail ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
