Commons Math
  1. Commons Math
  2. MATH-235

Eigenvalues/eigenvectors of real asymmetric matrices

    Details

    • Type: New Feature New Feature
    • Status: Closed
    • Priority: Minor Minor
    • Resolution: Fixed
    • Affects Version/s: 2.1
    • Fix Version/s: 3.1
    • Labels:
      None

      Description

      The EigenDecompositionImpl class contains methods to calculate the eigenvalues/eigenvectors of real symmetric matrices. However, for real asymmetric matrices there are currently no methods available to do this.
      It would be nice if commons-math could be enhanced to provide this extra functionality.

      Please note that the JAMA package contains a possible implementation in its EigenvalueDecomposition class.

        Issue Links

          Activity

          Hide
          Luc Maisonobe added a comment -

          postponing fix to post 2.1

          Show
          Luc Maisonobe added a comment - postponing fix to post 2.1
          Hide
          Luc Maisonobe added a comment -

          postponing once again to next version

          Show
          Luc Maisonobe added a comment - postponing once again to next version
          Hide
          Phil Steitz added a comment -

          Anyone want to take a stab at this for 3.0?

          Show
          Phil Steitz added a comment - Anyone want to take a stab at this for 3.0?
          Hide
          Luc Maisonobe added a comment -

          We have already used some code directly from Jama. Perhaps we could do the same here ?
          What do our linear algebra gurus think ?

          Show
          Luc Maisonobe added a comment - We have already used some code directly from Jama. Perhaps we could do the same here ? What do our linear algebra gurus think ?
          Hide
          Luc Maisonobe added a comment -

          Since nobody seems available to solve this soon, postponing again to 3.1.
          Adding this would not break compatibility as it is a new feature, so it can be done at a minor version release.

          Show
          Luc Maisonobe added a comment - Since nobody seems available to solve this soon, postponing again to 3.1. Adding this would not break compatibility as it is a new feature, so it can be done at a minor version release.
          Hide
          Thomas Neidhart added a comment -

          As a first step, I worked on a Hessenberg Transformer to reduce a non-symmetric matrix to Hessenberg form.

          The code is taken mainly from jama and follows the TridiagonalTransformer.

          Show
          Thomas Neidhart added a comment - As a first step, I worked on a Hessenberg Transformer to reduce a non-symmetric matrix to Hessenberg form. The code is taken mainly from jama and follows the TridiagonalTransformer.
          Hide
          Thomas Neidhart added a comment -

          As already written on the mailinglist, the port has been committed to the trunk.

          The integrated DecompositionSolver has not yet been adapted for complex eigenvalues, but the rest should be working. Any help and feedback is welcome!

          Show
          Thomas Neidhart added a comment - As already written on the mailinglist, the port has been committed to the trunk. The integrated DecompositionSolver has not yet been adapted for complex eigenvalues, but the rest should be working. Any help and feedback is welcome!
          Hide
          Thomas Neidhart added a comment -

          Finalized in r1363105.

          Show
          Thomas Neidhart added a comment - Finalized in r1363105.

            People

            • Assignee:
              Thomas Neidhart
              Reporter:
              James Housden
            • Votes:
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              Watchers:
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              Dates

              • Created:
                Updated:
                Resolved:

                Development