Dear all,
I am trying to solve a non-symmetric tridiagonal eigenvalue problem with dgeevx from MKL, however the accuracy of the eigenvalues are not that good. I am also using dsyevr for symmetric tridiagonal matrices and for that routine there is a tolerance setting. I was wondering if there is a way to increase the accuracy of dgeevx. At the moment, I am solving without balancing and scaling.
Best regards,
Umut