MATLAB Answers

"eig" use which algorithm to find eigenvalues

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Maryam
Maryam on 18 Jun 2020
Commented: Maryam on 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.

  2 Comments

Walter Roberson
Walter Roberson on 18 Jun 2020
eig() has several different options; which one are you asking about?
Maryam
Maryam on 18 Jun 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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Accepted Answer

the cyclist
the cyclist on 18 Jun 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.

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Maryam
Maryam on 21 Jun 2020
Thank you so much for youre response. I appreciate it!

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More Answers (1)

Christine Tobler
Christine Tobler on 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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Maryam
Maryam on 21 Jun 2020
Thank you so much for youre response. I appreciate it!

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