Re: Symmetric matrices only!

["Dmitry A. Kazakov" <mailbox@dmitry-kazakov.de>]

On Thu, 17 Apr 2008 08:25:26 -0700 (PDT), Adam Beneschan wrote:

> On Apr 17, 6:16 am, amado.al...@gmail.com wrote:

>> The eigenvector solvers in Ada.Numerics.Generic_Real_Arrays require
>> *symmetric* matrices! This is extremely silly. The world is full of
>> nonsymmetric matrices. I've got a bunch of them to solve. Some very
>> large, e.g. 1000x1000. Suggestions welcome. Thanks a lot.

In my times it was "huge". (:-)) I"m afraid you should turn to special
literature and implement a suitable method by yourself.

> We're in an area where I have no mathematical knowledge.  However, I
> can quote something from AI95-296, which might explain why an
> "extremely silly" decision was made:

[...]

It is a long time since I dealt with numerical linear algebra, but I well
remember that eigenvalues and/or eigenvectors is a complex numerical
problem, which does not have just one, best solution method. There are many
special case matrices, sparse matrices etc.

It is strange that the package does not mandate neither the method, nor the
accuracy. I would expect a design with several child packages implementing
different methods for special matrix cases, as well as means for
checkpointing when dealing with large matrices.

-- 
Regards,
Dmitry A. Kazakov
http://www.dmitry-kazakov.de