Open antonleykin opened 5 years ago
Is it beneficial to replace all lapack routines with eigen counterparts?
Probably, since it's siad to be faster, by virtue of using vector operations on certain architectures. But I don't know.
We might also be able to use https://www.gnu.org/software/gsl/.
We should definitely do so time comparisons between eigen and lapack.
Perhaps we should ask @ofloveandhate for an opinion.
I think you can easily move entirely to Eigen -- because you can configure Eigen to use BLAS and Lapack routines . This would make doing timings easy, because it would only be setting whether Eigen uses Lapack or not, and the rest of the code would be identical.
Does this help?
@JoseMath and @ltrbuse are interested in having a method to find generalized eigen- values/vectors.
Either wait until
eigen
can be used in M2 or wraplapack
routines: dggev zggev