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C ++中的Octave EIG类，算法

[英]Octave EIG class in C++, algorithm

原文 2014-10-21 20:05:16 1 1 c++/ algorithm/ octave/ linear-algebra/ eigen

I'm using EIG class of Octave in my C++ code. 我在C ++代码中使用Octave的EIG类。 Actually, it works good. 实际上，它运作良好。 The only minor issue which I have is that it determines algorithm automatically based on the argument list of EIG constructor. 我唯一的小问题是它根据EIG构造函数的参数列表自动确定算法。 I was wondering if there is a way to determine algorithm for the EIG class. 我想知道是否有一种方法可以确定EIG类的算法。 I noticed that there is an optional argument called info , I looked into C++ source code (on the following link) to see if it relates to algorithm but I couldn't figure it out. 我注意到有一个名为info的可选参数，我查看了C ++源代码（在下面的链接中）以查看它是否与算法有关，但我无法弄清楚。

http://octave.sourceforge.net/doxygen/html/d6/d42/EIG_8cc_source.html http://octave.sourceforge.net/doxygen/html/d6/d42/EIG_8cc_source.html

I'm using Octave 3.6.1 with Visual Studio 2008. 我在Visual Studio 2008中使用Octave 3.6.1。

1 个解决方案

I researched on topic. 我研究了话题。 Apparently Octave has no option to determine the algorithm of eig command. 显然，Octave无法确定eig命令的算法。 But MATLAB has two options of 'chol' algorithm and 'qz' algorithm for badly-conditioned matrices. 但是对于条件不佳的矩阵，MATLAB提供了'chol'算法和'qz'算法两个选项。

If you want to calculate the Eigen values & vectors of ill-conditioned matrices in C++, you can implement DGGEV or DGGEVX routines of LAPACK. 如果要在C ++中计算病态矩阵的特征值和向量，则可以实现LAPACK的DGGEV或DGGEVX例程。