From help-request at octave dot org Sun Apr 16 19:21:30 2006
Subject: Re: generalized eigenvalues
From: A S Hodel <hodelas at mac dot com>
To: Patrick Alken <patrick dot alken at colorado dot edu>
Cc: help at octave dot org
Date: Sun, 16 Apr 2006 19:16:00 -0500

I'm not sure what the limitation is.  When I wrote the qz functions  
about 10 years ago I used FORTRAN routines written in the late 70's  
or early 80's (pre LAPACK) that probably ought to be replaced with  
more recent codes.  (That's one of about 5 Octave projects that I  
really want to take care of but just don't have the time to do.)

On Apr 16, 2006, at 6:06 PM, Patrick Alken wrote:

> Hello,
>
>   I am solving generalized eigensystems:
>
>   A x = s B x
>
> using the qz(A, B) routine. It is working perfectly
> for a 625 x 625 matrix system (and smaller). However when I
> try to use it on a 676 x 676 system, it gives screwy eigenvalues
> that I know are false. The matrix system comes from a finite
> differenced differential equation, so increasing the matrix
> sizes should give better and better approximations to the
> eigenvalue, but at a certain point, it stops converging to
> the correct value and jumps to some strange eigenvalue which
> is certainly wrong.
>
> Is this a known problem with octave? What is the largest
> matrix system it can safely handle?
>
> Patrick Alken
>
>
>
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A S Hodel http://homepage.mac.com/hodelas
hodelas at mac dot com





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