Generalized Eigenvalue problem

[Md Tamjidul Hoque]

Dear All

       in an ImageJ application, I am after solving generalized
eigenvalue problem.

I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
not find it.

I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
LAPACK has it.

But, is there a java package or java code available for solving
generalized eigenvalue problem?  - Any help is much appreciated.

Thanks
Tamjid

[Joonas Pulakka-2]

2010/2/25 Md Tamjidul Hoque <[hidden email]>

> Dear All
>
>      in an ImageJ application, I am after solving generalized eigenvalue
> problem.
>
> I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
> not find it.
>
> I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
> LAPACK has it.
>
> But, is there a java package or java code available for solving generalized
> eigenvalue problem?  - Any help is much appreciated.
>

I'm not sure if it could done with Apache Commons Math?
http://commons.apache.org/math/

Best Regards,
Joonas

[Thomas Boudier]

Hi Joonas,

I use JAMA for eigen decomposition :

http://math.nist.gov/javanumerics/jama/doc/Jama/EigenvalueDecomposition.html

but it is for diagonalisation of one matrix, maybe that's not what you
are looking for.

Thomas


Joonas Pulakka a écrit :

> 2010/2/25 Md Tamjidul Hoque <[hidden email]>
>
>> Dear All
>>
>>      in an ImageJ application, I am after solving generalized eigenvalue
>> problem.
>>
>> I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
>> not find it.
>>
>> I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
>> LAPACK has it.
>>
>> But, is there a java package or java code available for solving generalized
>> eigenvalue problem?  - Any help is much appreciated.
>>
>
> I'm not sure if it could done with Apache Commons Math?
> http://commons.apache.org/math/
>
> Best Regards,
> Joonas
>
>

--
   /**********************************************************/
      Thomas Boudier, MCU Université Pierre et Marie Curie,
      IFR 83. Bat B 7ème étage, porte 706D, Jussieu.
      Tel : [phone]  Fax : [phone]
/*******************************************************/

[Michael Doube]

I'm interested to know the answer to this query too.  Unless I've missed
something, JAMA doesn't have an equivalent method to MATLAB's eig(A, B).

Michael

>>       in an ImageJ application, I am after solving generalized eigenvalue
>> problem.
>>
>> I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
>> not find it.
>>
>> I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
>> LAPACK has it.
>>
>> But, is there a java package or java code available for solving generalized
>> eigenvalue problem?  - Any help is much appreciated.

[Md Tamjidul Hoque]

Thanks Jonnas, Thomas and Michael.

Michael: I saw your code for Taubin Ellipse Fit (many thanks for your great
efforts),

I did try using JAMA too, as:  [V, D] = eig (inv(B)*A)  // MATLAB equivalent


But, it is not working,

since Matrix(inv(B)*A) is not symmetric, so to proceed further some hits are
given in:

"Numerical Recipes, 3rd Edn, Chapter 11, page: 568 - 569, might be helpful.


Other way might be to translate the LAPACK function using f2j - but I could
not proceed further with this as well,

I never used LAPACK and could not obtain any effective help from the
developers ... or most likely

I lose patience too early.


I stuck here and requesting for java code which might have been already done
....  thus any help further help
is much appreciated.

Thanks
Tamjid




On Thu, Feb 25, 2010 at 7:41 PM, Michael Doube <[hidden email]>wrote:

> I'm interested to know the answer to this query too.  Unless I've missed
> something, JAMA doesn't have an equivalent method to MATLAB's eig(A, B).
>
> Michael
>
>
>       in an ImageJ application, I am after solving generalized eigenvalue
>>> problem.
>>>
>>> I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
>>> not find it.
>>>
>>> I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
>>> LAPACK has it.
>>>
>>> But, is there a java package or java code available for solving
>>> generalized
>>> eigenvalue problem?  - Any help is much appreciated.
>>>
>>

[Arttu Miettinen]

Hi,

See function DGGEV in LAPACK or JLAPACK. That should be the LAPACK
function behind MATLAB's eig (at least in some version of MATLAB).

http://netlib.org/lapack/double/dggev.f


- Arttu Miettinen

> Dear All
>
>        in an ImageJ application, I am after solving generalized
> eigenvalue problem.
>
> I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
> not find it.
>
> I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
> LAPACK has it.
>
> But, is there a java package or java code available for solving
> generalized eigenvalue problem?  - Any help is much appreciated.
>
> Thanks
> Tamjid
>

[Michael Doube]

Hei Arttu

Thanks for the link.  If anyone manages to port this to Java, I'd be
interested to use it (as Tamjid noticed, I hit this problem while
porting some MATLAB for ellipse fitting).

Michael

Arttu Miettinen wrote:

> Hi,
>
> See function DGGEV in LAPACK or JLAPACK. That should be the LAPACK
> function behind MATLAB's eig (at least in some version of MATLAB).
>
> http://netlib.org/lapack/double/dggev.f
>
>
> - Arttu Miettinen
>
>
>
>> Dear All
>>
>>        in an ImageJ application, I am after solving generalized
>> eigenvalue problem.
>>
>> I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
>> not find it.
>>
>> I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
>> LAPACK has it.
>>
>> But, is there a java package or java code available for solving
>> generalized eigenvalue problem?  - Any help is much appreciated.
>>
>> Thanks
>> Tamjid

[Arttu Miettinen]

Hi,

It works in Java, too. I can send anybody interested the required
libraries (including JLAPACK) and Java implementation of MATLAB eig
command off-list. Just drop me a line of e-mail.

- Arttu Miettinen

> Hei Arttu
>
> Thanks for the link.  If anyone manages to port this to Java, I'd be
> interested to use it (as Tamjid noticed, I hit this problem while
> porting some MATLAB for ellipse fitting).
>
> Michael
>
> Arttu Miettinen wrote:
>> Hi,
>>
>> See function DGGEV in LAPACK or JLAPACK. That should be the LAPACK
>> function behind MATLAB's eig (at least in some version of MATLAB).
>>
>> http://netlib.org/lapack/double/dggev.f
>>
>>
>> - Arttu Miettinen
>>
>>
>>
>>> Dear All
>>>
>>>        in an ImageJ application, I am after solving generalized
>>> eigenvalue problem.
>>>
>>> I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but
>>> could
>>> not find it.
>>>
>>> I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
>>> LAPACK has it.
>>>
>>> But, is there a java package or java code available for solving
>>> generalized eigenvalue problem?  - Any help is much appreciated.
>>>
>>> Thanks
>>> Tamjid
>

[David Webster]

Tamjid,

This question seems familiar. I think someone asked it with the last few
months. So, if it wasn't you, try searching the list to see if there was a
solution.

David

On Wed, Feb 24, 2010 at 3:48 PM, Md Tamjidul Hoque <[hidden email]
> wrote:

> Dear All
>
>      in an ImageJ application, I am after solving generalized eigenvalue
> problem.
>
> I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
> not find it.
>
> I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
> LAPACK has it.
>
> But, is there a java package or java code available for solving generalized
> eigenvalue problem?  - Any help is much appreciated.
>
> Thanks
> Tamjid
>

[Michael Doube]

David,

It was me who asked last time, and no, there wasn't a solution then.

https://list.nih.gov/cgi-bin/wa?A2=ind1001&L=IMAGEJ&P=R2093&I=-3

Hopefully Arttu's suggestion will work.

Michael
________________________________________
Subject: Re: Generalized Eigenvalue problem

Tamjid,

This question seems familiar. I think someone asked it with the last few
months. So, if it wasn't you, try searching the list to see if there was a
solution.

David

On Wed, Feb 24, 2010 at 3:48 PM, Md Tamjidul Hoque <[hidden email]
> wrote:

> Dear All
>
>      in an ImageJ application, I am after solving generalized eigenvalue
> problem.
>
> I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
> not find it.
>
> I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
> LAPACK has it.
>
> But, is there a java package or java code available for solving generalized
> eigenvalue problem?  - Any help is much appreciated.
>
> Thanks
> Tamjid
>

[David Webster]

Tamjid,Micheal,

If the inverse of B in Av=LBv doesn't work, how about the psuedo inverse?
On Thu, Feb 25, 2010 at 11:54 AM, Doube, Michael <[hidden email]>wrote:

> David,
>
> It was me who asked last time, and no, there wasn't a solution then.
>
> https://list.nih.gov/cgi-bin/wa?A2=ind1001&L=IMAGEJ&P=R2093&I=-3
>
> Hopefully Arttu's suggestion will work.
>
> Michael
> ________________________________________
> Subject: Re: Generalized Eigenvalue problem
>
> Tamjid,
>
> This question seems familiar. I think someone asked it with the last few
> months. So, if it wasn't you, try searching the list to see if there was a
> solution.
>
> David
>
> On Wed, Feb 24, 2010 at 3:48 PM, Md Tamjidul Hoque <
> [hidden email]
> > wrote:
>
> > Dear All
> >
> >      in an ImageJ application, I am after solving generalized eigenvalue
> > problem.
> >
> > I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
> > not find it.
> >
> > I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
> > LAPACK has it.
> >
> > But, is there a java package or java code available for solving
> generalized
> > eigenvalue problem?  - Any help is much appreciated.
> >
> > Thanks
> > Tamjid
> >
>

[Md Tamjidul Hoque]

David,

  I am not sure about the mathematical formulation of this problem using
pseudo inverse.
So far I know, cholesky decomposition is used for B when (inv(B)*A) is
not symmetric.

In MATLAB, [V, D] = eig(A, B, flag) can be used, where flag ='chol' is
by default for 'cholesky decomposition'
for symmetric A and symmetric positive definite B.

Otherwise, flag='qz' ignore any symmetry and works for non-symmetric A & B,
which is mostly likely same as in LAPACK function that Arttu provided
before:

http://netlib.org/lapack/double/dggev.f


Thank you all
Tamjid



David Webster wrote:

> Tamjid,Micheal,
>
> If the inverse of B in Av=LBv doesn't work, how about the psuedo inverse?
> On Thu, Feb 25, 2010 at 11:54 AM, Doube, Michael <[hidden email]>wrote:
>
>  
>> David,
>>
>> It was me who asked last time, and no, there wasn't a solution then.
>>
>> https://list.nih.gov/cgi-bin/wa?A2=ind1001&L=IMAGEJ&P=R2093&I=-3
>>
>> Hopefully Arttu's suggestion will work.
>>
>> Michael
>> ________________________________________
>> Subject: Re: Generalized Eigenvalue problem
>>
>> Tamjid,
>>
>> This question seems familiar. I think someone asked it with the last few
>> months. So, if it wasn't you, try searching the list to see if there was a
>> solution.
>>
>> David
>>
>> On Wed, Feb 24, 2010 at 3:48 PM, Md Tamjidul Hoque <
>> [hidden email]
>>    
>>> wrote:
>>>      
>>> Dear All
>>>
>>>      in an ImageJ application, I am after solving generalized eigenvalue
>>> problem.
>>>
>>> I was trying to find it in JAMA, JAMPACK, JLAPACK ... to use - but could
>>> not find it.
>>>
>>> I can only use it in MATLAB (e.g. [V, D] = eig (A, B) ) and most likely
>>> LAPACK has it.
>>>
>>> But, is there a java package or java code available for solving
>>>      
>> generalized
>>    
>>> eigenvalue problem?  - Any help is much appreciated.
>>>
>>> Thanks
>>> Tamjid
>>>
>>>      
>
>