"eig" use which algorithm to find eigenvalues

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.

[Walter Roberson]

eig() has several different options; which one are you asking about?

[Maryam]

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.

Answer 1

[the cyclist]

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.

[Maryam]

Thank you so much for youre response. I appreciate it!

Answer 2

[Christine Tobler]

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.

[Maryam]

Thank you so much for youre response. I appreciate it!