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Re: generalized eigenvalues


From: A S Hodel
Subject: Re: generalized eigenvalues
Date: Sun, 16 Apr 2006 19:16:00 -0500

I'm not sure what the limitation is. When I wrote the qz functions about 10 years ago I used FORTRAN routines written in the late 70's or early 80's (pre LAPACK) that probably ought to be replaced with more recent codes. (That's one of about 5 Octave projects that I really want to take care of but just don't have the time to do.)

On Apr 16, 2006, at 6:06 PM, Patrick Alken wrote:

Hello,

  I am solving generalized eigensystems:

  A x = s B x

using the qz(A, B) routine. It is working perfectly
for a 625 x 625 matrix system (and smaller). However when I
try to use it on a 676 x 676 system, it gives screwy eigenvalues
that I know are false. The matrix system comes from a finite
differenced differential equation, so increasing the matrix
sizes should give better and better approximations to the
eigenvalue, but at a certain point, it stops converging to
the correct value and jumps to some strange eigenvalue which
is certainly wrong.

Is this a known problem with octave? What is the largest
matrix system it can safely handle?

Patrick Alken



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A S Hodel http://homepage.mac.com/hodelas
address@hidden





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Octave is freely available under the terms of the GNU GPL.

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