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Re: [Bug-gsl] Re: infinite loop in gsl_eigen_symm
From: |
Andries E. Brouwer |
Subject: |
Re: [Bug-gsl] Re: infinite loop in gsl_eigen_symm |
Date: |
Thu, 30 Aug 2007 16:43:53 +0200 |
User-agent: |
Mutt/1.5.9i |
On Thu, Aug 30, 2007 at 02:59:41PM +0100, Brian Gough wrote:
> Thanks for the suggestion, I will add a short discussion of this to
> the manual. The algorithm is symmetric bidiagonalization followed by
> QR reduction (see Golub & Van Loan, "Matrix Computations" (3rd ed),
> Section 8.3 for details). The eigenvalues are accurate to an absolute
> error of eps*||A||_2, where eps = double precision accuracy.
Thanks!
> > (It is easy to compute the exact eigenvalues in the example I gave.
> > They are 0 with multiplicity 21, +-3sqrt{3}, +-(1+-sqrt{13})/2.)
>
> For the matrix you sent, I get a different characteristic polynomial
> (via pari/gp's matdet function) p(u)=u^21 (u^6 -25*u^4 + 134*u^2 - 159)
Ah, yes, I see - sorry about that.
Andries