JDQR ?

[Søren Hauberg]

ons, 05 11 2008 kl. 15:19 +0100, skrev David Bateman:
> +Yes JDQR seems to have the capabilities needed to implement the eigs 
> function. In fact it uses an Arnoldi technique to initialize the problem 
> in any case and then uses a partial Schur decomposition in the 
> iterations rather than continuing with the Arnoldi technique.

Ahh yes -- that makes absolutely no sense to me :-) I don't know the
first thing about the algorithms for this stuff -- I'd just like to be
able to use them.

> The downside is that jdqr is a rather long and messy m-file, with lots 
> of functions for iterative sparse solvers that should be in Octave 
> independently of jdqr itself. You also should try and get a better 
> preconditioner into Octave if you want to go this way. So its not a 
> trivial amount of work.. The code was written in 1998 and doesn't seem 
> to have been changed since and so getting a license change will also be 
> fun..

Actually, I've browsing a bit around, and it seems the package appears
on another one of the authors web pages [1], where it is available as
GPLv2 (or later), so no change in license seems necessary. There is also
another package available at the same site for similar problems [2]
(again GPLv2 or later).

Søren

[1] http://www.math.uu.nl/people/sleijpen/JD_software/JDQR.html
[2] http://www.math.uu.nl/people/sleijpen/JD_software/JDQZ.html