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Re: [Help-gsl] number of iterations of eigensystems functions


From: Patrick Alken
Subject: Re: [Help-gsl] number of iterations of eigensystems functions
Date: Fri, 10 Aug 2007 08:51:15 -0600
User-agent: Mutt/1.4.2.2i

The iteration loop is in gsl_eigen_nonsymm, not gsl_eigen_nonsymmv.
If gsl_eigen_nonsymm finds all the eigenvalues then gsl_eigen_nonsymmv
cannot fail.

The maximum QR iterations of gsl_eigen_nonsymm is set in francis.c:177:

w->max_iterations = 30 * N;

The main iteration loop starts at francis.c:301:

while ((N > 2) && ((w->n_iter)++ < w->max_iterations))

so thats the stopping criteria. Have you found a matrix for which
this is insufficient? If so I would be interested in knowing about it.
If the iterations aren't converging it is likely a problem with
shift calculation rather than maximum iterations.

Patrick Alken

On Fri, Aug 10, 2007 at 11:17:41AM +0200, Bienert, Sascha wrote:
> hello,
> 
>  
> 
> I hope somebody can answer my questions. is there a maximum number of
> iterations in gsl_eigen_nonsymmv_free? or a stopping criterion? I would
> like to know how the algorithm behaves if the values don't converge or
> at least keep the computational effort under control and if possible
> change the criterion or maximum iterations.
> 
>  
> 
> thanks a lot,
> 
> sascha
> 
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