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eigensolvers for Hessenberg matrices #41420

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eigensolvers for Hessenberg matrices #41420

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stevengj
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@stevengj stevengj commented Jun 30, 2021 •
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WIP to fix #41406.

To do:

  • eigvals(H)
  • eigvals(H,U) where U is upper-triangular
  • eigvecs and eigen
  • schur
  • tests
  • documentation

Currently very incomplete, but the eigvals alone might be useful to some folks so I thought it would be worth posting.

@stevengj stevengj added the domain:linear algebra Linear algebra label Jun 30, 2021
@davidschlegel
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How far is this project?
To me, it seems really important to have an efficient algorithm for Hessenberg matrices.

@stevengj
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@davidschlegel, I haven't worked on it since posting this draft PR.

What applications did you have in mind?

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eigensolvers for Hessenberg matrices
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@stevengj @davidschlegel