Hi,
I posted this patch a while back, but it went pretty much unnoticed.
So here it
is again. This is my first attempt in octave development, so any
comments and suggestions
are much appreciated.
I decided to take a shot at implementing a feature for solving
generalized eigenvalue problems.
For EIG and fEIG classes the implementation was quite straightforward.
Added the needed lapack calls, otherwise the functions are very close
to the basic eigenvalue functions.
DLD-FUNCTIONS/eig.cc needed a bit more work. But I think that there
wasn't too much increase in complexity. The original structure is
still intact, except for the matrix type check, which is now done
before calculating the eigenvalues.
I added test cases for following input cases (single and double value):
- Nonsymmetric real, nonsymmetric real
- Symmetric real, symmetric and positive definite real
- Hermitian complex, hermitian positive definite complex
- Non-hermitian complex, non-hermitian complex
These tests should go through all the additions to the EIG and fEIG
classes. (Maybe these should be located in EIG.cc and fEIG.cc)
I also added a couple tests to check the input of invalid matrix types.