"eig" use which algorithm to find eigenvalues
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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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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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