Add balancing options for eigenvector calculations #5428
Conversation
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I just read this post last month about how automatic balancing can be bad. |
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| Compute the eigenvalue decomposition of ``A`` and return an ``Eigen`` object. If ``F`` is the factorization object, the eigenvalues can be accessed with ``F[:values]`` and the eigenvectors with ``F[:vectors]``. The following functions are available for ``Eigen`` objects: ``inv``, ``det``. | ||
| Compute the eigenvalue decomposition of ``A`` and return an ``Eigen`` object. If ``F`` is the factorization object, the eigenvalues can be accessed with ``F[:values]`` and the eigenvectors with ``F[:vectors]``. The following functions are available for ``Eigen`` objects: ``inv``, ``det``. For general non-symmetric matrices it is possible to specify how the matrix is balanced before the eigenvector calculation. Possible values are ``:balance``(default), ``:permute``,``:diagonal`` and ``nobalance``. |
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@jiahao That was also my inspiration for adding the option. |
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I have updated the pull request so I think it is ready for merge. |
Add balancing options for eigenvector calculations
- Include issue number in NEWS.md - Added missing colons in error message - More detailed explanation of balance options and what they do in the help text.
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Using a symbol seems really weird for this interface. Why not just make it a boolean - |
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There are four balancing options. |
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I do see that now. I keep wishing we had a nicer way to do this, that is as compact, but maybe this is just fine. |
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Actually the options are the product of two binary options, diagonal scaling and permuting, so we could have |
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I like the idea of two orthogonal boolean options rather than one four-way option. Not super thrilled about the name |
I have wrapped the expert drivers for general eigenvalue calculations and made balance options in the eig functions.