R-alpha: Eigenvalue Computation Query

Peter Dalgaard BSA p.dalgaard@kubism.ku.dk
20 May 1997 11:24:18 +0200

Friedrich Leisch <Friedrich.Leisch@ci.tuwien.ac.at> writes:

> > 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
> required eigenvalues

As I understand it, the difference is between getting all the
eigenvalues and all eigenvalues and -vectors. Getting only the top or
bottom few is not an option in Splus either, but that would be where
the real savings lie.

I'd say do the small thing now and rethink the whole numerics business
later (could we lift all of libcruft.a out of the octave source, for
instance?). If you need some special eispack routines, you can always
dyn.load them in.

   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
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