R-alpha: Eigenvalue Computation Query
Tue, 20 May 1997 09:26:06 +0200
>>>>> On Tue, 20 May 1997 08:18:22 +0200,
>>>>> Kurt Hornik wrote:
>>>>> 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.
probably one shouldn't disagree with his boss openly ... but we
are the ones actually doing all the simulations :-)
do you know how much the difference in computational cost is? if it's
worth the increase in code size I'd rather prefer only computing the
r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: firstname.lastname@example.org