"eig" use which algorithm to find eigenvalues
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Maryam
am 18 Jun. 2020
Kommentiert: Maryam
am 21 Jun. 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.
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Walter Roberson
am 18 Jun. 2020
eig() has several different options; which one are you asking about?
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Christine Tobler
am 19 Jun. 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.
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