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Re: [ESA-SoC] Generalized eigenvalue


From: András Mihálykó
Subject: Re: [ESA-SoC] Generalized eigenvalue
Date: Mon, 27 Apr 2015 04:50:43 -0700 (PDT)

Thanks,

I think it's clear now. I have also seen, that in ML there are two
algorithms, that can be chosen for the generalized eigenvalue problem, these
could be implemented, too, if there exist such a Lapack routine, that uses
Cholesky decompozition. So far I've seen, the dggevx does the qz iteration.
I see it's not too important, while usually qz does it better. I can examine
the dggeevx routine for other matrices, too.
I can do the things above, or what else should I pay attention to?
Regards:

András



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