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Re: Eigenvalue problem i GSL?
- To: Øystein O Johansen <OJOHANS at statoil dot com>
- Subject: Re: Eigenvalue problem i GSL?
- From: Gerard Jungman <jungman at lanl dot gov>
- Date: Wed, 29 Mar 2000 14:34:36 -0700
- CC: gsl-discuss at sourceware dot cygnus dot com
- Organization: LANL T-8
- References: <412568B1.004D9AC3.00@stfo-lnsmtp.statoil.no>
Øystein O Johansen wrote:
> I'm trying to calculate the eigenvalues from this matrix:
>
> | -3.34 1.596 |
> a =| |
> | -1.596 3.512 |
>
> and if I haven't done anything wrong, gsl_eigen_jacobi returns:
>
> -3.69351 and 3.86551
>
> The prblem is that this is the wrong answer, according to Matlab, and
> my hp-48 calculator, which both gets: -0.2946 and 0.3118
The Jacobi method is appropriate for symmetric matrices, which
yours is not. I have no idea what it tells you if the matrix
is not symmetric.
I see that there is nothing yet in the documentation to
indicate this. Perhaps soon there will be...
--
G. Jungman