Diagonalization of Hermitean matrix

[Torquil Macdonald Sørensen]

Jaroslav Hajek wrote:
> On Fri, Jan 23, 2009 at 12:21 PM, Torquil Macdonald Sørensen
> <torquil at gmail.com> wrote:
>> Hi!
>>
>> Is there any way of letting Octave know that the matrix I am
>> diagonalizing with eig() is Hermitean? The matrix_type() function dosn't
>> seem to contain a choice for a Hermitean matrix. I was hoping that this
>> could lead to a more efficient choice of LAPACK-function when invoking
>> eig(). I think LAPACK has a diagonalization algorithm that is optimized
>> for Hermitean matrices, so Octave should be able to use that algorithm
>> in that case.
>>
>> Best regards
>> Torquil Sørensen
> 
> If your matrix really is hermitian, eig should be able to discover it
> and exploit the hermitianness via the LAPACK CHEEV/ZHEEV functions.
> There is, AFAIK, no option to eig that would force a matrix to be
> treated as hermitian if it isn't.
> The simplest option for you is to make sure the matrix is truly
> hermitian. This may mean some overhead, but compared to the overhead
> of the EVD itself, it should be quite negligible.
> 
> regards
>