From: John D'Errico on 24 Apr 2010 14:54 James Waldby <no(a)no.no> wrote in message <hqv09k$vmu$2(a)news.eternal-september.org>... > Actually, cost of sorting should be trivial, on both (1) a practical > basis and (2) a relative-cost basis. (1): For example, my 2GHz > machine takes about 150 microseconds to sort an array of 500 doubles. > (2): Given an n x n array with n eigenvalues, the cost of sorting the > n eigenvalues should not exceed O(n ln n), which for large n is swamped > by the O(n^3) or O(n^2) cost, whichever it is, of computing them. > [As I understand it, shifted-QR with deflation will have at least one > O(n^3) step, an initial Hessenberg calculation, but if you somehow avoid > that step, it will have an O(n^2) cost per implicit QR iteration.] NO. The sort is not the point. Sorting does not solve the problem of tracking eigenvalues that vary parametrically. Speed is irrelevant if the sort gives the wrong answer. John
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