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RubixML / Tensor

A library and extension that provides objects for scientific computing in PHP.
https://rubixml.com
MIT License
229 stars 28 forks source link

New eigenvalues/eigenvectors implementation #7

Closed andrewdalpino closed 3 years ago

andrewdalpino commented 3 years ago

The code we use for eigenvalue/eigenvector computation is ancient and I have no idea how it works. I feel we can do better or at least if someone knew what they were doing could refactor the monster algorithm. I believe the code was written in the PHP 4 days.

Here's what we're working with currently

https://github.com/RubixML/Tensor/blob/master/lib/JAMA/EigenvalueDecomposition.php

andrewdalpino commented 3 years ago

We've decided to remove Eigendecomposition from Tensor PHP in the next major release. The algorithm is just too gnarly and the extension using OpenBLAS is much faster anyways.