From: Jonathan Sherratt
Date: Fri, 01 Jul 2011 16:31:01 +0100
I apologise in advance that this is a rather ill-informed question:
numerical linear algebra is not my field, and I got conflicting advice
from my numerical analysis colleagues when I asked them about this.....
I am using DGEEVX to calculate eigenvalues/eigenvectors of some real
non-symmetric matrices (typical size 1000x1000). The matrices have a
large condition number and the lapack-estimated errors bounds EERRBD are
quite significant for the eigenvalues close to the origin. Currently I
am just using the generic blas routines. I realise that using an
optimized blas library would speed up the calculations, though that is
not a big issue for me. But I am wondering whether I would be likely to
get any reduction in errors by using an optimized blas?
Thanks very much
Professor of Mathematics
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.