[SciPy-user] eigenvalue

Tiziano Zito t.zito at biologie.hu-berlin.de
Wed Dec 8 05:56:18 CST 2004


On Wed 08 Dec, 05:31, Pearu Peterson wrote:
> 
> The state of including symeig to scipy is the following: lib.lapack 
> contains all wrappers in symeig except for sygvx,hegvx lapack routines 
> (that enable to compute only a range of eigenvalues of generalized 
> eigenvalue problem).
> When these get wrapped, I'll patch scipy.eig so that 
> it'll use more efficient lapack routines to solve eigenvalue problems of 
> symmetric/hermitian matrices. However, one can use lib.lapack routines 
> already to solve eigenproblems as quick as symeig.

How do you plan to patch scipy.linalg.eig?  I suppose you are going
to add a switch keyword argument.  If otherwise you plan to
automatically check if the matrices are symmetric (hermitian),  note
that the generalized symmetric eigenvalue problem Az=lBz requires B
to be not only symmetric (hermitian) but also positive definite (see
for example: http://www.netlib.org/lapack/lug/node34.html ). To
check for positive definitiveness however would require the solution
of another eigenvalue problem :))

Thank you and greetings,

Tiziano and Pietro



More information about the SciPy-user mailing list