what algorithm does EIG() MATLAB function use ?

Hi,

I would like to know which algorithms doses the built-in function EIG uses to compute the eigenvalues of a real symmetric definite positive matrix. I tried >>edit eig to get the script but i couldn't.

Thanks

[Steven Lord]

The eig function is built into MATLAB and we don't distribute its source code.

Can you say a little more about why you want to know what algorithm eig uses?

[salah eddine]

Hi Steven,

Thank you for your response.

in the matter of fact, i'm trying to implement an algorithm for bloc-tridiagonal matrices and which takes into account the size of the local matrices because the MATLAB function Eig() doesn't do so.

How i can i do this ?

Thank you.

[John D'Errico]

You could do it by breaking the problem down into those respective blocks, thus extract each block in turn, then solve each subproblem using eig, all in a loop.

Will this be more efficient than simple use of eig? It depends, because you would then be introducing extra function call overhead, extra work that may actually exceed the gain if your problem is not too large.

[salah eddine]

Hi John D'Errico,

First, Thank you for responding. What you've said is exactly what i was looking for but i couldn't do it. Can you help me please.

Sincerely yours,