Using Ublas for eigenvalue problems.
20 Jun
2003
20 Jun
'03
9:03 p.m.
Hello everyone, I am working on trying to use ublas for finding the eigenvalues and eigenvectors of a positive definite matrix. I am not too sure whether this can be done in ublas. I have seen that there are calls for solving system of equations as well as doing rank updates, but still am not sure whether this could be done "safely" (eigenvalues getting close to zero) and efficiently ? I have read at a couple of places the advice' of using prewritten routines for this rather than trying to write one's own for this non trivial problem. I am a newbie! Any advice/suggestion/past experience with the same will be most welcome. regards, amit.
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Amit Bhatia