Matrix: Eigenvalues & eigenvectors about vectorious HOT 9 CLOSED

oo nice! i think i'll work on that in my spare time then :)

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Block Multishift QR Algorithm

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Symmetric QR Algorithm with Permutations with accompanying MATLAB implementation

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Jacobi Eigenvalue Algorithm in JavaScript.

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which algorithm is the best one?

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I think the Jacobi version is good because the givens rotation can be accelerated with BLAS (relevant routines ?rot/?rotg/?rotmg).

This wikipedia article also contains pseudocode describing the procedure.

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Any progress on implementation? We need eigenvalues/vectors for work we're doing. Numeric seems to be on hold and is pretty hard to grok due to sparse docs.

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Hi @backspaces, unfortunately not but I might try to implement it this weekend. I can't really promise anything though. I'm glad you've found interest in this library!

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Are you using LAPACK as in nlapack? Lapack already has eigenvalue/vector solvers http://www.netlib.org/lapack/explore-html/d9/d8e/group__double_g_eeigen.html

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