7 Commits

Author SHA1 Message Date
Glen Whitney
bb434c811c
fix(eigs): Correct tracking of transforms in generating complex eigenvectors (#2496)
Also adds the test case that revealed the problem and corrects the other test
  case that could have found it except the tolerance had been cranked up very
  high.

  Resolves #2478.
2022-03-23 11:57:48 +01:00
Glen Whitney
9d4ea92a5a
fix(eigs): Handle matrices with complex entries (#2445)
This change fixes a typing problem in complexEigs.js in which
   real-valued norms were inadvertently being typed as complex numbers.

   Resolves #2439

Co-authored-by: Jos de Jong <wjosdejong@gmail.com>
2022-03-01 14:42:35 +01:00
Michal Grno
e093476de4 implemented inverse iteration for eigs 2021-06-03 02:49:26 +02:00
Jos de Jong
bacfd5b66d Fix error caused by round off issue in IE 2021-05-13 19:09:56 +02:00
Michal Grňo
435a6a0879
Fix “AIAO-MIMO” of my previous PRs (#2210)
* fix aiao-mimo of eigs(m)

* fix aiao-mimo of matrixFromFunction
2021-05-12 10:34:40 +02:00
Jos de Jong
df551dc1e6 rename createComplex to createComplexEigs to deduplicate (there is already a function createComplex) 2021-05-09 10:38:34 +02:00
Michal Grňo
9e8deb5c86
General eigenproblem algorithm (#1743)
* split the eigs function into multiple algorithms

* moved checks and coersions to eigs.js, made them more robust

* fix little bugs, make im and re more robust

* Implemented matrix balancing algorithm

* fix typos

* a draft of reduction to Hessenberg matrix

* finished implementation of reduction to Hessenberg

* fix Hessenberg elimination for complex numbers

* implemented non-shifted explicit QR algorithm for real matrices

* implemented vector computation, won't work untill usolve is fixed

* refactored to match yarn lint

* some minor changes

* solve merge conflicts

* refactored and re-fixed #1789

* some old uncommited changes

* fix small problems introduced by merging

* done some polishing

* improved jsdoc description of eigs

* little changes in jsdoc

Co-authored-by: Jos de Jong <wjosdejong@gmail.com>
2021-04-18 10:52:51 +02:00