I'm trying to convert some Matlab code into Fortran 77, as Matlab
takes days to solve the multiple finite difference systems I need to
solve for. All the Matlab code transfers relatively easily into F77,
except for the main solution function (which Matlab makes super
easy). I'm not sure if there's some ready-made code I can cut and
paste into the F77 program, but essentially I'm trying to substitute
for the following line:

[V,D]=eig(A,B,'qz')

Where

Does anyone have any suggestions or advice for how I can implement
that in F77?

Thanks in advance!
Dave

On Mon, 08 Sep 2008 08:12:26 -0700, Dave wrote:

Possibly http://www.netlib.org/lapack/double/dhgeqz.f is what you need.

Jörgen

Fantastic. That looks exactly like what I need.

Thanks!
Dave

Jörgen Tegnér wrote:

Good heavens, what a (stylistic) mess...idea for a new TV show: Fortran
Makeover, Bedrock Edition

On Mon, 08 Sep 2008 20:21:31 -0500, Gary Scott posted:

If your matrix is sparse (as from finite differences it usually is),
you should use a sparse eigenvalue problem solver, such as e.g.
ARPACK:

http://www.caam.rice.edu/software/ARPACK/

Moreover, sparse matrices are nowadays also very large, so using dense
LAPACK in this case can lead to not so large improvements of the
solution time in comparison with MATLAB.

On 2008-09-09 01:02:58 -0300, Ron Ford said:

On Tue, 09 Sep 2008 12:58:19 GMT, Gordon Sande posted:

On 2008-09-09 16:16:39 -0300, Ron Ford said:

Gordon Sande worldnet.att.net> wrote: