R-alpha: Eigenvalue Computation Query

Kurt Hornik Kurt.Hornik@ci.tuwien.ac.at
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
> needed.

I'd say, reduce code size.

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