Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Make tridiagonal QR algorithm more precise #8

Open
andreasnoack opened this issue Oct 16, 2015 · 0 comments
Open

Make tridiagonal QR algorithm more precise #8

andreasnoack opened this issue Oct 16, 2015 · 0 comments

Comments

@andreasnoack
Copy link
Member

For some reason, my implementation requires a much smaller tolerance than LAPACK to get the same precision in the eigenvectors. I'm not sure why. Things to check

  1. Will a QR/QL strategy be more precise? Right now I'm only doing QR.
  2. Is the shift calculation avoiding canceling operations?
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@andreasnoack