Re: Good eigenvalue/eigenvector test problems for eigs?

[Sebastien Loisel]

The SVD of that SPD matrix is actually nice. Since it's SPD, its SVD is simply its diagonalization (A=U'DU). The eigenvectors U are various frequencies of sin and the eigenvalues D are precisely the eigenvalues of the second derivative operator, shifted and scaled into [2,6].

On 9/22/06, David Bateman <address@hidden> wrote:

Sebastien Loisel wrote:
> Or maybe you mean it's got double eigenvalues all over the place?
The svd of it is pretty ugly, but I don't really see why the doubled
eigenvalues should be an issue.. The rooser matrix also has this sort of
problem and I can get that to work fine. In any case, I'm now using the
wilkinson function to generate test matrices, and have eigs fully
working for real symmetric and non-symmetric problems. I still have an
issue with convergence of complex eigenvalues, that seems to be a bug in
my code as both FreeMat and matlab do not display the same behavior.
Give me a few days and I should be able to release a working version of
eigs..

D.

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