"eig" use which algorithm to find eigenvalues

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Maryam
Maryam le 18 Juin 2020
Commenté : Maryam le 21 Juin 2020
I am wondering what algorithm "eig", MATLAB build in finction, use to find the eigen values? I so much appreciate the time and responses. Thank you.
  2 commentaires
Walter Roberson
Walter Roberson le 18 Juin 2020
eig() has several different options; which one are you asking about?
Maryam
Maryam le 18 Juin 2020
This option: [ V , D ] = eig( A , B )
I'd like to know what algorithm they use to find the eigen values in this case. Thanks so much for the time and response.

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Réponse acceptée

the cyclist
the cyclist le 18 Juin 2020
The algorithm is dependent on the properties of the input(s).
The algorithm section of the documentation for eig gives some info on this dependence.
  1 commentaire
Maryam
Maryam le 21 Juin 2020
Thank you so much for youre response. I appreciate it!

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Plus de réponses (1)

Christine Tobler
Christine Tobler le 19 Juin 2020
We don't give out the exact method used, but all syntaxes of EIG call into various LAPACK functions. See here for an introduction to LAPACK, there's a section on generalized eigenvalue problems.
For a more complete description of algorithms used for computing eigenvalues and egenvectors, I'd recommend an introduction text to numerical linear algebra, for example "Matrix Computations" by Golub and Van Loan.
  1 commentaire
Maryam
Maryam le 21 Juin 2020
Thank you so much for youre response. I appreciate it!

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