[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:
> 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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