Algorithm that Matlab uses for computing eigen values and eigen vectors

Can anyone please tell me which is the algorithm that Matlab uses for computing Eigen values and Eigen vectors when I use the command:
[V,D]=eig(K,M);
Where am I defining the algorithm type here?

Antworten (1)

Christiaan
Christiaan am 5 Aug. 2015

0 Stimmen

Dear Sir,
Please have a look at the documentation
Here you can find the following line:
"[___] = eig(A,B,algorithm), where algorithm is 'chol', uses the Cholesky factorization of B to compute the generalized eigenvalues. The default for algorithm depends on the properties of A and B, but is generally 'qz', which uses the QZ algorithm. If A is Hermitian and B is Hermitian positive definite, then the default for algorithm is 'chol' ."
Also you could type in MATLAB: >> edit eig
Kind regards, Christiaan

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am 5 Aug. 2015

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am 5 Aug. 2015

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