Ilink mkl 9.1.022from Visual Studio 2005.
I use DGEEV to compute eigen values.
It gives me the results.
BUT if I runthe same code for multiple times, the resulting eigen valuesare inconsistent in last few digits.
For example, a particular valuein the first time might be
and in the second time, it becomes
I think DGEEV should be deterministic.
Anyone know how to solve it?
Here is how I use DGEEV.
iSize = iOrder*iOrder;
companionMtx = new double[iSize];
eigenReal = new double[iOrder];
eigenImag = new double[iOrder];
int lwork = iOrder >= 3 ? iSize : iOrder*3;
workspace = new double[lwork];
char job = 'N';
int ldv = 1;
DGEEV(&job, &job, &iOrder, companionMtx, &iOrder, eigenReal, eigenImag, NULL, &ldv, NULL, &ldv, workspace, &lwork, &info);