Did you begin by loading ~addons/math/mt/mt.ijs ? --Kip Murray Sent from my iPad
On Apr 8, 2013, at 10:51 AM, Devon McCormick <[email protected]> wrote: > 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 ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
