Re: [Boost-users] Eigenvalues

Subject: Re: [Boost-users] Eigenvalues
From: Matthias Schabel (boost_at_[hidden])
Date: 2008-12-10 15:51:42

>> It seems like Boost doesn't support eigen-analysis, is that true?
>
> Yes and no. Your described use case (2x2 and 3x3) is not well  
> supported.
> However, there is the experimental "numeric-bindings" library in the
> boost-sandbox, that provides bindings against external libraries for
> eigenvalue computations like lapack, ACML or MKL. But honestly, I  
> would
> try to avoid the dependence on such external libraries if all I want  
> are
> the eigenvalues of 2x2 and 3x3 matrices.

Virtually all standard eigensolvers are designed for large matrices.  
For small, fixed size
matrices, it is vastly more efficient in most cases to get eigenvalues/ 
vectors by direct
solution of the characteristic polynomial (there are good algorithms  
for doing this in,
e.g. NetLib). See, for example, this thread :

http://www.groupsrv.com/science/about273201.html

Matthias