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Eigenvalue decomposition/numerical issues

meow
Beginner
‎03-10-2009 10:22 AM
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Dear all,

I'm solving a system of equations using an eigenvalue decomposition technique. I use the ISML routines for eigenvctor(dgvcrg) and matrix inversion (dlincg). The result is almost correct except for one row in the solution matrix.
The code is enclosed, see main.f90. The solution starts in line number 174. The actual solution is stored in the matrices hxaux (line 308) and gxaux (line 310). This matrices differ with their counterparts from a solution in either matlab or mathematica in row #19 . The rest of the solution is correct. I've written the code many times and get back to the same incorrect answer.
Any suggestions what is wrong?

Thanks,

Pablo
prueba_drift.zip
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Steven_L_Intel1
Employee
‎03-10-2009 12:45 PM
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I would suggest that the VNI IMSL forum is a good resource for a question such as this. It has participation by IMSL engineers and scientists.
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