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Re: [Help-gsl] eigenvalue decomposition of a symmetric matrix
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From: |
Brian Gough |
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Subject: |
Re: [Help-gsl] eigenvalue decomposition of a symmetric matrix |
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Date: |
Tue, 28 Aug 2007 23:04:08 +0100 |
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User-agent: |
Wanderlust/2.14.0 (Africa) Emacs/22.1 Mule/5.0 (SAKAKI) |
At Fri, 24 Aug 2007 12:58:35 +0100,
William Astle wrote:
> I would like to obtain the eigenvalue decomposition of a symmetric
> matrix. What is the most efficient way of doing this using GSL? Is the
> best approach to use *gsl_linalg_SV_decomp*? Is there a faster method if
> one knows a priori that the matrix is symmetric?
For eigenvalues, try the function gsl_eigen_symm.
http://www.network-theory.co.uk/docs/gslref/RealSymmetricMatrices.html
--
Brian Gough