db <
dieterh...@gmail.com> wrote:
> Fortran, so I ask here: what is a good routine for
> computing eigenvalues and -vectors? I have an old
> version of RGG but am not happy with it. Is there
> something better?
>
> I anticipate the question, why am I unhappy with RGG?
> Among other things, it's an old f77 routine.
Um, how big are the matrices and what are you doing? For
analysis of very large datasets, people are using
randomized linear algebraic methods to extract
eigenvalues/vectors very quickly and accurately -
SciPy's scipy.linalg.interpolative calls a Fortran
library (it's still F77 ;)) from here:
http://tygert.com/software.html
which in turn uses LAPACK. The resulting Singular Value
Decomposition (
https://arxiv.org/pdf/2302.11474.pdf) has
the bits you want. For my smaller problems, I use EISPACK,
translated from Algol of the 1960's...
Cheers, David Duffy.