R-alpha: Eigenvalue Computation Query
Tue, 20 May 1997 08:18:22 +0200
>>>>> Ross Ihaka writes:
> I have been looking at the "eigen" function and have reintroduced the
> ability to compute (right) eigenvalues and vectors for non-symmetric
> matrices. I've also made "eigen" complex capable.
> The code is based on the eispack entry points RS, RG, CH, CG (which is
> what S appears to use too). The problem with both the S and R
> implementations is that they consume huge amounts of memory. Some of
> this is due to purely ".Fortran" overhead, which I think I can cure.
> But some of the bloat is due to the inclusion of special eigenvalues-only
> code from eispack.
> The question is:
> Should I drop this special code and always compute both eigenvalues
> and eigenvectors? This would substantially reduce code size, but might
> increase computational cost in the case where only eigenvalues are
I'd say, reduce code size.
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