[MATH-1216] Add balancing of unsymmetric matrices in EigenDecomposition

• Type: Improvement
• Status: Open
• Priority: Major
• Resolution: Unresolved
• Fix Version/s: 4.X
• Assignee: Unassigned
• Reporter: Thomas Neidhart
• Created: 16/Apr/15 14:04
• Updated: 18/Apr/17 15:15

Description

To improve the speed and accuracy when calculating eigen values, unsymmetric matrices should be balanced. The default used in LAPACK is the Parlett Reinsch method.

This page contains information about the various methods and proposes another one:

http://www.cs.pomona.edu/~tzuyi/Research/Balancing/