• Eigen stuff

    From db@21:1/5 to All on Sat Nov 18 16:29:08 2023
    I don't find an ng on numerical computation, and I use
    Fortran, so I ask here: what is a good routine for
    computing eigenvalues and -vectors? I have an old
    version of RGG but am not happy with it. Is there
    something better?

    I anticipate the question, why am I unhappy with RGG?
    Among other things, it's an old f77 routine.
    --
    Dieter Britz

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  • From pehache@21:1/5 to All on Sat Nov 18 23:25:20 2023
    Le 18/11/2023 à 16:29, db a écrit :
    I don't find an ng on numerical computation, and I use
    Fortran, so I ask here: what is a good routine for
    computing eigenvalues and -vectors? I have an old
    version of RGG but am not happy with it. Is there
    something better?

    I anticipate the question, why am I unhappy with RGG?
    Among other things, it's an old f77 routine.

    What's the problem with an "old f77 routine"? Does it give you unsatisfactory/wrong results? Do you need to modify it and are you stuck
    with some spaghetti code? Other...?

    LAPACK has also several routines for that task, but it's also "old f77
    code". But assuming you are using an optimized version of BLAS/LAPACK
    it's fast nonetheless.

    --
    "...sois ouvert aux idées des autres pour peu qu'elles aillent dans le
    même sens que les tiennes.", ST sur fr.bio.medecine
    ST passe le mur du çon : <j3nn2hFmqj7U1@mid.individual.net>

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  • From Jeff Ryman@21:1/5 to All on Sat Nov 18 16:29:40 2023
    On Sat, 18 Nov 2023 16:29:08 +0100, db <dieterhansbritz@gmail.com>
    wrote:

    I don't find an ng on numerical computation, and I use
    Fortran, so I ask here: what is a good routine for
    computing eigenvalues and -vectors? I have an old
    version of RGG but am not happy with it. Is there
    something better?

    I anticipate the question, why am I unhappy with RGG?
    Among other things, it's an old f77 routine.

    The following link to LAPACK says it is written in Fortran 90: https://www.netlib.org/lapack/

    There is a link on that page to browse and download the routines.

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  • From David Duffy@21:1/5 to dieterhansbritz@gmail.com on Sun Nov 19 05:49:27 2023
    db <dieterhansbritz@gmail.com> wrote:
    Fortran, so I ask here: what is a good routine for
    computing eigenvalues and -vectors? I have an old
    version of RGG but am not happy with it. Is there
    something better?

    I anticipate the question, why am I unhappy with RGG?
    Among other things, it's an old f77 routine.

    Um, how big are the matrices and what are you doing? For
    analysis of very large datasets, people are using
    randomized linear algebraic methods to extract
    eigenvalues/vectors very quickly and accurately -

    SciPy's scipy.linalg.interpolative calls a Fortran
    library (it's still F77 ;)) from here:

    http://tygert.com/software.html

    which in turn uses LAPACK. The resulting Singular Value
    Decomposition (https://arxiv.org/pdf/2302.11474.pdf) has
    the bits you want. For my smaller problems, I use EISPACK,
    translated from Algol of the 1960's...

    Cheers, David Duffy.

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  • From Spiros Bousbouras@21:1/5 to dieterhansbritz@gmail.com on Sun Nov 19 11:08:08 2023
    On Sat, 18 Nov 2023 16:29:08 +0100
    db <dieterhansbritz@gmail.com> wrote:
    I don't find an ng on numerical computation, and I use
    Fortran, so I ask here:

    There does exist sci.math.num-analysis .It has a lot of spam but if
    you access it through a server which filters spam (or you do your own filtering) , it's ok. Non spam posts seem at present to only be
    conference announcements. For future numerical analysis questions you
    could try crossposting to sci.math.num-analysis and comp.lang.fortran .

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  • From pehache@21:1/5 to All on Sun Nov 19 21:40:28 2023
    Le 19/11/2023 à 01:29, Jeff Ryman a écrit :
    On Sat, 18 Nov 2023 16:29:08 +0100, db <dieterhansbritz@gmail.com>
    wrote:

    I don't find an ng on numerical computation, and I use
    Fortran, so I ask here: what is a good routine for
    computing eigenvalues and -vectors? I have an old
    version of RGG but am not happy with it. Is there
    something better?

    I anticipate the question, why am I unhappy with RGG?
    Among other things, it's an old f77 routine.

    The following link to LAPACK says it is written in Fortran 90: https://www.netlib.org/lapack/

    There is a link on that page to browse and download the routines.

    Some Lapack routines incorporate elements of F90, but overall the code is
    still mostly F77. For instance look at DGEMV: https://www.netlib.org/lapack/explore-html/d7/d15/group__double__blas__level2_gadd421a107a488d524859b4a64c1901a9.html

    Fixed-form source, do loops terminated on labels, etc...

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  • From db@21:1/5 to David Duffy on Tue Nov 21 11:28:36 2023
    On 19.11.2023 06.49, David Duffy wrote:
    db <dieterhansbritz@gmail.com> wrote:
    Fortran, so I ask here: what is a good routine for
    computing eigenvalues and -vectors? I have an old
    version of RGG but am not happy with it. Is there
    something better?

    I anticipate the question, why am I unhappy with RGG?
    Among other things, it's an old f77 routine.

    Um, how big are the matrices and what are you doing? For
    analysis of very large datasets, people are using
    randomized linear algebraic methods to extract
    eigenvalues/vectors very quickly and accurately -

    SciPy's scipy.linalg.interpolative calls a Fortran
    library (it's still F77 ;)) from here:

    http://tygert.com/software.html

    which in turn uses LAPACK. The resulting Singular Value
    Decomposition (https://arxiv.org/pdf/2302.11474.pdf) has
    the bits you want. For my smaller problems, I use EISPACK,
    translated from Algol of the 1960's...

    Cheers, David Duffy.
    Thanks. Wow, Algol, my first high-level language after one called A9,
    a sort of assembler language running on the Silliac machine at Sydney
    Uni in the 60's.
    --
    Dieter Britz

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  • From db@21:1/5 to Spiros Bousbouras on Tue Nov 21 11:29:39 2023
    On 19.11.2023 12.08, Spiros Bousbouras wrote:
    On Sat, 18 Nov 2023 16:29:08 +0100
    db <dieterhansbritz@gmail.com> wrote:
    I don't find an ng on numerical computation, and I use
    Fortran, so I ask here:

    There does exist sci.math.num-analysis .It has a lot of spam but if
    you access it through a server which filters spam (or you do your own filtering) , it's ok. Non spam posts seem at present to only be
    conference announcements. For future numerical analysis questions you
    could try crossposting to sci.math.num-analysis and comp.lang.fortran .
    Ah, thanks. I had searched for "numerical"...
    --
    Dieter Britz

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  • From gah4@21:1/5 to All on Mon Nov 27 03:23:26 2023
    On 11/18/23 7:29 AM, db wrote:
    I don't find an ng on numerical computation, and I use
    Fortran, so I ask here: what is a good routine for
    computing eigenvalues and -vectors? I have an old
    version of RGG but am not happy with it. Is there
    something better?

    I anticipate the question, why am I unhappy with RGG?
    Among other things, it's an old f77 routine.

    It is nice to have old routines updated to accept
    assumed shape arrays. Often enough, the underlying
    algorithms haven't changed.

    Sometimes it is done with a wrapper, that then calls
    the old routine. Or one can rewrite the first lines,
    to give the right values to variables, and then into
    the original code.

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