Computational cost of function eig

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Viviana Arrigoni
Viviana Arrigoni el 12 de Dic. de 2016
Comentada: Walter Roberson el 12 de Dic. de 2016
I am wondering what is the computational cost (using asymptotic notation) of function eig in MatLab r2016, and what algorithm is used to compute the diagonal matrix and the change of basis matrix. In this discussion http://it.mathworks.com/matlabcentral/answers/10335-computational-complexity-of-eig-and-pinv it says it is something around O(n^3), or maybe something less, but why? Thank you in advance
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Walter Roberson
Walter Roberson el 12 de Dic. de 2016
It depends on the properties of the matrix whose eigenvalues are being taken.
Viviana Arrigoni
Viviana Arrigoni el 12 de Dic. de 2016
What if the matrix is symmetric?

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Walter Roberson
Walter Roberson el 12 de Dic. de 2016
https://en.m.wikipedia.org/wiki/Eigenvalue_algorithm
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Walter Roberson
Walter Roberson el 12 de Dic. de 2016
You should probably assume that for sufficiently large arrays that MATLAB invokes one of the below routines:

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