Res: [Help-gsl] Next release?

[Paulo Jabardo]

I have no idea of that but I recommend using lapack (while the new version for 
gsl is not out). I think you are looking for function dgeev 
(www.netlib.org/lapack):

    SUBROUTINE DGEEV( JOBVL, JOBVR, N, A, LDA, WR, WI, VL, LDVL, VR,
     $                  LDVR, WORK, LWORK, INFO )

    CHARACTER          JOBVL, JOBVR
      INTEGER            INFO, LDA, LDVL, LDVR, LWORK, N
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), VL( LDVL, * ), VR( LDVR, * ),
     $                   WI( * ), WORK( * ), WR( * )


To use this function in C with gsl matrices, you should declare the function as 
follows (at least in linux)

void
dgeev_(char* jobvl, char *jobvr, int *n, double *A, int *lda, double *wr, 
double *wi, double *vl,
int *ldvl, double *vr, int *ldvr, double *work, int *lwork, int *info)

to call it with gsl matrices and vectors use something like:
gsl_matrix *a, *vl, *vr;
gsl_vector *wi, *work, *wr;
...
dgeev_("V", "N", &a->size1, a->data, &a->tda, wr->data, wi->data, vl->data, 
&ldvl->tda, vr->data, &vr->tda, work->data,  &work->size, &info);

In order to link, you will probably need to link the fortran libraries, in case 
of g77 it is g2c.

If you are using C++, don't forget to declare the function inside a extern "C"{ 
declaration }

Below is the documentation of the function taken from file dgeev.f found in the 
lapack distribution.

Paulo

*  Purpose
*  =======
*
*  DGEEV computes for an N-by-N real nonsymmetric matrix A, the
*  eigenvalues and, optionally, the left and/or right eigenvectors.
*
*  The right eigenvector v(j) of A satisfies
*                   A * v(j) = lambda(j) * v(j)
*  where lambda(j) is its eigenvalue.
*  The left eigenvector u(j) of A satisfies
*                u(j)**H * A = lambda(j) * u(j)**H
*  where u(j)**H denotes the conjugate transpose of u(j).
*
*  The computed eigenvectors are normalized to have Euclidean norm
*  equal to 1 and largest component real.
*
*  Arguments
*  =========
*
*  JOBVL   (input) CHARACTER*1
*          = 'N': left eigenvectors of A are not computed;
*          = 'V': left eigenvectors of A are computed.
*
*  JOBVR   (input) CHARACTER*1
*          = 'N': right eigenvectors of A are not computed;
*          = 'V': right eigenvectors of A are computed.
*
*  N       (input) INTEGER
*          The order of the matrix A. N >= 0.
*
*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
*          On entry, the N-by-N matrix A.
*          On exit, A has been overwritten.
*
*  LDA     (input) INTEGER
*          The leading dimension of the array A.  LDA >= max(1,N).
*
*  WR      (output) DOUBLE PRECISION array, dimension (N)
*  WI      (output) DOUBLE PRECISION array, dimension (N)
*          WR and WI contain the real and imaginary parts,
*          respectively, of the computed eigenvalues.  Complex
*          conjugate pairs of eigenvalues appear consecutively
*          with the eigenvalue having the positive imaginary part
*          first.
*
*  VL      (output) DOUBLE PRECISION array, dimension (LDVL,N)
*          If JOBVL = 'V', the left eigenvectors u(j) are stored one
*          after another in the columns of VL, in the same order
*          as their eigenvalues.
*          If JOBVL = 'N', VL is not referenced.
*          If the j-th eigenvalue is real, then u(j) = VL(:,j),
*          the j-th column of VL.
*          If the j-th and (j+1)-st eigenvalues form a complex
*          conjugate pair, then u(j) = VL(:,j) + i*VL(:,j+1) and
*          u(j+1) = VL(:,j) - i*VL(:,j+1).
*
*  LDVL    (input) INTEGER
*          The leading dimension of the array VL.  LDVL >= 1; if
*          JOBVL = 'V', LDVL >= N.
*
*  VR      (output) DOUBLE PRECISION array, dimension (LDVR,N)
*          If JOBVR = 'V', the right eigenvectors v(j) are stored one
*          after another in the columns of VR, in the same order
*          as their eigenvalues.
*          If JOBVR = 'N', VR is not referenced.
*          If the j-th eigenvalue is real, then v(j) = VR(:,j),
*          the j-th column of VR.
*          If the j-th and (j+1)-st eigenvalues form a complex
*          conjugate pair, then v(j) = VR(:,j) + i*VR(:,j+1) and
*          v(j+1) = VR(:,j) - i*VR(:,j+1).
*
*  LDVR    (input) INTEGER
*          The leading dimension of the array VR.  LDVR >= 1; if
*          JOBVR = 'V', LDVR >= N.
*
*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
*          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
*
*  LWORK   (input) INTEGER
*          The dimension of the array WORK.  LWORK >= max(1,3*N), and
*          if JOBVL = 'V' or JOBVR = 'V', LWORK >= 4*N.  For good
*          performance, LWORK must generally be larger.
*
*          If LWORK = -1, then a workspace query is assumed; the routine
*          only calculates the optimal size of the WORK array, returns
*          this value as the first entry of the WORK array, and no error
*          message related to LWORK is issued by XERBLA.
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value.
*          > 0:  if INFO = i, the QR algorithm failed to compute all the
*                eigenvalues, and no eigenvectors have been computed;
*                elements i+1:N of WR and WI contain eigenvalues which
*                have converged.
*
*  =====================================================================
*

----- Mensagem original ----
De: Brian O'Meara <address@hidden>
Para: address@hidden
Cc: Brian O'Meara <address@hidden>
Enviadas: Quinta-feira, 7 de Dezembro de 2006 17:37:30
Assunto: [Help-gsl] Next release?

I need to get the eigenvalues and eigenvectors for a nonsymmetric  
matrix. I know this will be in the next version of the gsl. Is there  
a rough estimate of when this will be released? I'm trying to decide  
whether to do a quick cobbled solution for a particular question or  
to do a more general solution (in either case, I'd switch over to gsl  
routines when they come out).

And thanks to the developers for your continued work on the GSL.

Brian O'Meara


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