ZGGEV fails but Matlab works

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ZGGEV fails but Matlab works

Postby CyLith » Tue Aug 20, 2013 6:04 pm

For a pair of tridiagonal matrices obtained from a finite element discretization, computing the generalized eigenvalues with ZGGEV fails with info > 0, but using eig in Matlab succeeds. I would like to know what Matlab is doing differently. I have attached the matrices in text form output from C++.

Edit: I'm also attaching a Matlab script to create the matrices for convenience.
Attachments
matrices.txt
Matlab script to create the matrices.
(190.32 KiB) Downloaded 30 times
km.txt.gz
(19.74 KiB) Downloaded 28 times
CyLith
 
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Re: ZGGEV fails but Matlab works

Postby Julien Langou » Wed Nov 27, 2013 2:27 pm

Hi Victor,

Thanks for the bug report.

I can reproduce a nonconvergence of ZGGEV for the pencil you provided. This confirms what you are saying. Nice pencil, thanks . . .

Your pencil is made of two complex symmetric tridiagonal matrix. (I do mean complex symmetric, I do not mean Hermitian.) I guess you knew that.

Results:

1) Matlab is working (as you mentioned).

2) The error INFO is 481 on my computer using the svn-up-to-date LAPACK and associated reference BLAS,

3) The error INFO is 454 (so a little better) on my computer using the svn-up-to-date LAPACK and vecLib BLAS,

4) The error INFO is 454 (so a little better) on my computer using vecLib LAPACK+BLAS

=> bug 116 is confirmed.

Victor, what is your error INFO? (Just for fun . . . )

MathWorks is using a Nonsymmetric Generalized Eigensolver which is based on LAPACK, but is improved. This is Cleve Moler's legacy I guess there. We are in contact with MathWorks, and we are trying to synch our version with theirs. We did this a few times ago but I guess we did not fully do it since there seem to still be some problems in LAPACK which are not in MathWorks version. Shoo . . . Well, we will need to look in to this.

Cheers,
Julien.
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