Algorithm that Matlab uses for computing eigen values and eigen vectors

2 views (last 30 days)
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?

Answers (1)

Christiaan
Christiaan on 5 Aug 2015
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

Categories

Find more on Linear Algebra in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!