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Revision 701897


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Author: luc
Date: Sun Oct 5 22:38:13 2008 UTC (15 years, 6 months ago)
Changed paths: 4
Log Message:
added a first version of eigen decomposition implementation
this version is not finished yet, but it does work when
eigenvalues are well separated and is faster than JAMA for
dimensions above 100.
It still needs work as the MRRR algorithm is not implemented
yet (only the basic parts with twisted factorization is there).
I continue working on this, but wanted to have a first version
committed to let people play with it and as a basis for comparison.

Changed paths

Path Details
Directorycommons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/EigenDecomposition.java modified , text changed
Directorycommons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/EigenDecompositionImpl.java added
Directorycommons/proper/math/branches/MATH_2_0/src/java/org/apache/commons/math/linear/GershgorinCirclesUnion.java added
Directorycommons/proper/math/branches/MATH_2_0/src/test/org/apache/commons/math/linear/EigenDecompositionImplTest.java added

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