[SciPy-Dev] balancing matrices before computing eigenvalues
Jason Grout
jason-sage at creativetrax.com
Fri Sep 16 04:29:49 EDT 2011
I recently ran into some significant roundoff error when computing the
eigenvalues and eigenvectors of a matrix with condition number around
3000. I didn't have this problem with matlab. Reading the matlab
documentation revealed that matlab, by default, balances the matrix
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?
Thanks,
Jason
[1] http://www.mathworks.com/help/techdoc/ref/eig.html
[2] http://www.netlib.org/lapack/lapack-3.1.1/html/dgebal.f.html
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