Using Ublas for eigenvalue problems.

From: Amit Bhatia (yg-boost-users_at_[hidden])
Date: 2003-06-20 16:03:38

Hello everyone,
 I am working on trying to use ublas for finding the eigenvalues and
eigenvectors of a positive definite matrix. I am not too sure whether this
can be done in ublas. I have seen that there are calls for solving system
of equations as well as doing rank updates, but still am not sure whether
this could be done "safely" (eigenvalues getting close to zero) and
efficiently ?
 I have read at a couple of places the advice' of using prewritten 
routines for this rather than trying to write one's own for this non 
trivial problem.
 I am a newbie!
 Any advice/suggestion/past experience with the same will be most 
welcome.

regards,
amit.