Stability of pdsygst versus pdsyngst

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Stability of pdsygst versus pdsyngst

Postby ldm001 » Fri Feb 15, 2019 4:24 pm

I am working with some code which uses pdsygst to reduce general eigenproblems, with 'U'. I recently switched it to use 'L' with pdsyngst. Beyond the well established speed improvement of pdsyngst, I have provisional evidence [1] that pdsyngst is more stable. Is this something that is expected?

[1] The code I am using employs a simplex derivative method to find a fixed-point solution to a long sequence of iterations, each of which involves solving an eigenproblem. These problems are susceptible to numerical noise (instabilities) even with double precision. They appear to be converging better with pdsyngst. (I can add more details than I expect anyone will want to know, so won't unless asked.)
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