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Re: trired/triql and EOF/PCA [message #28981 is a reply to message #28975]

Fri, 25 January 2002 10:06

k-bowman
Messages: 12
Registered: December 2001

Junior Member

In article <3c512bf9@news.nwl.ac.uk>, wmc@bas.ac.uk wrote:

> 'm trying to to EOF (=PCA) analysis, which involvees finding eigenvectors
> of a symmetric matrix. I use trired/triql (should I?). This works fine for
> small matrices but on large ones (well not very large... 500x500, perhaps)
> falls over with "too many iterations". But... there is no "how many
> iterations" parameter to set. Ideas?

I think you will be forced to use external libraries. LAPACK includes a number of robust eigenfunction routines and is free. I used LAPACK recently, and it was easier to write a short Fortran code than to link the LAPACK routines into IDL.

See, for example,

http://www.netlib.no/netlib/lapack/

or

http://www.cs.colorado.edu/~lapack/.

Ken

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[Message index]

		Re: trired/triql and EOF/PCA By: the_cacc on Sat, 26 January 2002 09:58
		Re: trired/triql and EOF/PCA By: k-bowman on Fri, 25 January 2002 10:06
		Re: trired/triql and EOF/PCA By: the_cacc on Sun, 27 January 2002 15:18

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