[SciPy-Dev] balancing matrices before computing eigenvalues

Pauli Virtanen pav@iki...
Fri Sep 16 19:10:39 CDT 2011


Fri, 16 Sep 2011 03:29:49 -0500, Jason Grout wrote:
[clip]
> before computing the eigenvalues/eigenvectors [1].  Presumably, they use
> something like dgebal or dggbal [2] from lapack. Does scipy do any sort
> of balancing before computing eigenvalues/eigenvectors?

Scipy and Numpy call directly LAPACK's DGEEV. This routine does
internally call DGEBAL to do balancing, which is what I believe
Matlab's documentation refers to. Balancing can in some cases in
fact be a source of additional errors -- see LAPACK Errata #0057
-- so it may be useful to actually turn it off sometimes.

So it seems not so sure the balancing is an issue here.
Having different versions of LAPACK etc. may also matter.

-- 
Pauli Virtanen



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