Decision Optimization

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(C API) get eigenvalue and eigenvector of Q matrix

  • 1.  (C API) get eigenvalue and eigenvector of Q matrix

    Posted Mon February 10, 2014 02:31 PM

    Originally posted by: NSopt


    Hi.

    I am C API user and solving the problem has the form; min || Ax - b ||^2 , Bx + y <= D, x in R, y in Z. 

    What is the best way to get eigenvalue and eigenvector of (A'*A) or (A*A') matrix by using C API?  Thank you.

    Best,

    NS


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    #DecisionOptimization


  • 2.  Re: (C API) get eigenvalue and eigenvector of Q matrix

    Posted Mon February 17, 2014 12:56 PM

    Originally posted by: NSopt


    Maybe question was ambiguous. Simply, suppose we are solving least square problem. (min || Ax - b ||^2)

    We could get eigenvector of (A'*A) by using MATLAB. I am just wondering if there's any way to access this information in C API. Does anyone has idea?


    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: (C API) get eigenvalue and eigenvector of Q matrix

    Posted Mon February 17, 2014 02:36 PM

    Originally posted by: Mark L. Stone


    You could call routines in LAPACK, ARPACK, or some other library from C.  Or would that not suit your needs?

    Just make sure to keep straight between the Fortran 77 and C conventions for column vs. row-wise storage for arrays.


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