Method behind eig()?
8 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
What's the method behin eig() in MATLAB? Is it QR-factarization (with which kind of shift, Hessenberg,...?) ?
1 comentario
KSSV
el 20 de Ag. de 2019
Read the documentation of eig. It depends on the matrix which you provide as input. You have an option of providing your required algorithm to egt eigen values.
Respuestas (1)
Roshni Garnayak
el 23 de Ag. de 2019
The algorithms used for computing generalized eigenvalues of a pair are Cholesky factorization or QZ algorithm (generalized Schur decomposition). The “eig” function selects an algorithm based on the properties of the matrices.
For further information on the algorithms used refer to the following link:
1 comentario
Bruno Luong
el 23 de Ag. de 2019
In the page it looks like the algo is specified for Generalized Eigen problem (GEP). Granted the normal eigen value is also GEP with the second matrix being identity. But user (at least I) might have doubt when reading it.
Ver también
Categorías
Más información sobre Linear Algebra en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!