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Re: [Help-gsl] Eigen solution of non-symmetric tridiagonal

From: John Chludzinski
Subject: Re: [Help-gsl] Eigen solution of non-symmetric tridiagonal
Date: Thu, 24 Mar 2011 04:24:04 -0400

First, I would consider using LAPACK. I use LAPACK with Cygwin (it one of
the math packages that can be downloaded with Cygwin).

My experience using GSL to extract eigenvalues and vectors has been painful.
I used GSL to do a Cholesky factorization, Householder
similarity transformation,and finally solve for eigenvalues and vectors on a
tridiagonal matrix. On a 4000x4000 matrix the cumulatively time was ~9 hrs.
 On the same (AMD) machine using LAPACK, it took ~3.5 minutes.


2011/3/19 Dr. Mehmet SAHIN <address@hidden>

> Dear Sir/Madam,
> We try to find eigenvalues and eigenvectors of a non-symmetric tridiagonal
> matrix. But we have not found any solution in the GSL subroutines. How can
> we use the GSL subroutines to solve eigenvalues of a nonsymmetric
> tridiagonal marix?
> Our real matrix T has the property that the products of pairs of
> offdiagonals T(i,i+1)*T(i+1,i) are all positive. Which subroutine(s) we
> should use? Could you help us about solving this problem?
> Sincerely,
> Mehmet SAHIN
> Selcuk University
> Department of Physics
> Konya, Turkey
> e-mail: address@hidden
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> Help-gsl mailing list
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