note
chunlou
<p>It happens that there's [cpan://Statistics::LTU]. In general, look for the solution that lets Perl interface with other external software.</p>
<p>
[cpan://Inline::Octave] may be useful.
</p>
<p>[cpan://Pari] (a number theory package) may also be of use.</p>
<p><a href="http://www.omegahat.org/">Omegahat</a> has a bunch of bi-directional interfaces for general programming languages and math software.</p>
<p>
[cpan://Math::MatrixReal] can solve linear equations alright. It can't deal with eigensystem in general, only the symmetric case. But it's not hard to implement your own power method to find <i>real</i> (as opposed to complex) eigen values.
</p>
<code>
use constant eps => 0.00001;
my $m;
sub eigen {
$m = shift; # assume a Math::MatrixReal object
return _eigen(-1e300, $m->column(1)->each(sub{1}));
}
sub _eigen {
my $v = $_[1];
$v = $m*$v;
my $eigen = $v->norm_max();
$v = $v*(1/$eigen);
abs($eigen - $_[0]) > eps ? _eigen($eigen,$v) : return($eigen,$v);
}
</code>
<p>
<br>
__________________<br>
Caveat. Power method may go on forever if no real eigenvalues exist unless you explicitly limit the number of iteration.
</p>
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