CODEWITHSUNDEEP
kdb+
cjm2671
cjm2671

Reputation: 19486

How do I calculate eigenvectors with KDB?

I feel like I've gotten 'stuck' here; I can't seem to find anything in the docs to help.

I'm trying to calculate the eigenvectors of a square matrix. Currently I have my matrix defined as a function f[x;y].

Is there an equivalent of LAPACK's QR algorithm in KDB? (or alternatively, can I connect to LAPACK from KDB?)

Upvotes: 0

Views: 277

Answers (1)

Sean O'Hagan
Sean O'Hagan

Reputation: 1697

You can use the qml library developed by Andrey Zholos located here: https://github.com/zholos/qml. It is built ontop of libraries such as LAPACK.

The function for calculating the eigenvectors is mev and the input parameter is the matrix

Upvotes: 2

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