[changeset] generalized eigenvalues

[David Bateman]

David Bateman wrote:
> Jarkko Kaleva wrote:
>> Hi,
>>
>> I posted this patch a while back, but it went pretty much unnoticed. 
>> So here it
>> is again. This is my first attempt in octave development, so any
>> comments and suggestions
>> are much appreciated.
>>
>> I decided to take a shot at implementing a feature for solving
>> generalized eigenvalue problems.
>>
>> For EIG and fEIG classes the implementation was quite straightforward.
>> Added the needed lapack calls, otherwise the functions are very close
>> to the basic eigenvalue functions.
>>
>> DLD-FUNCTIONS/eig.cc needed a bit more work. But I think that there
>> wasn't too much increase in complexity. The original structure is
>> still intact, except for the matrix type check, which is now done
>> before calculating the eigenvalues.
>>
>> I added test cases for following input cases (single and double value):
>>  - Nonsymmetric real, nonsymmetric real
>>  - Symmetric real, symmetric and positive definite real
>>  - Hermitian complex, hermitian positive definite complex
>>  - Non-hermitian complex, non-hermitian complex
>> These tests should go through all the additions to the EIG and fEIG
>> classes. (Maybe these should be located in EIG.cc and fEIG.cc)
>>
>> I also added a couple tests to check the input of invalid matrix types.
>>
>>   
> This seems like a good addition to me, and compatible with Matlab.. I 
> see no objection to committing it.. Does anyone else?
>
> D.
>
>
Since no one commented on this patch, I committed it .

Cheers
David
 

-- 
David Bateman                                David.Bateman at motorola.com
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