Nonsymmetric eigenvalue problem

[Lowell Johnson <ldj00 at sio dot midco dot net>]

I notice that GSL doesn't (yet) support the computation of the eigenvalues 
of nonsymmetric matrices.  I've started converting my Fortran-based 
Mathieu function code over to C and ran into the symmetric eigenvalue 
limitation in GSL.

The matrix I need to solve is of the form

    a     -q                         0
   -2q   a-4    -q
          -q   a-16   -q
                      ...
                           ...      -q
    0                       -q   a-(2m)^2

Note that the only element making this matrix nonsymmetric is (2,1) (-2q).

For my original Fortran routines, I used the EISPACK routine RG(), which 
computes the eigenvalues and eigenvectors of a real, general matrix.  I 
was hoping to be able to use the GSL eigenvalue routines.  I have to 
determine the eigenvalues for four matrices.  The one listed above is the 
only nonsymmetric matrix.  The GSL routines work great for the other three 
matrices.

Any comments or suggestions?

Thanks.


    Lowell
-- 
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Lowell D. Johnson
ldj00@sio.midco.net

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