Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Eigen values/vectors large symetric matrix

  1. Sep 23, 2009 #1
    I need to calculate eigen values and eigen vectors of a large symmetric real matrix, but all eigen vectors have to be exact not just 2/3 off all eigenvectors.
    I tried with CPPLAPACK and dgeev routine:
    http://cpplapack.sourceforge.net/
    but only about 2/3 of eigen values and vectors are exact, for my project I need all vectory exactly calculated with the norm of unity, for the time expansion of my system in eigen space. I use MKL and ICC compiler, how can I calculate numerically all eigen vectors exactly in c++, which method would be exact.
     
  2. jcsd
  3. Oct 7, 2009 #2

    Born2bwire

    User Avatar
    Science Advisor
    Gold Member

    If you have MKL then you already have a C++ library wrapper for Blas and Lapack. The MKL manuals will explain how to use them, but as far as I know dgeev is a direct routine, you should get the exact results (or as close as you can get with finite precision). However, since you have a real symmetric matrix, there are more efficient methods, like dsyev.
     
  4. Oct 7, 2009 #3
    I have contacted Yuki Onishi from CPPLAPACK project.
    dgeev had a bug and I reported it on 24.09.2009, the bug was solved, I have also changed my code and started to use dsyev, I didn't know that MKL have c++ library wrapper, thanks for the suggestion.
     
  5. Oct 7, 2009 #4

    Born2bwire

    User Avatar
    Science Advisor
    Gold Member

    Oh wow... whoops, I didn't notice how old this thread was when I responded first. Well at least you got it figured out then.
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook