Algorithm that Matlab uses for computing eigen values and eigen vectors

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kajalschopra 2015-8-5

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回答： Christiaan 2015-8-5

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?

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kajalschopra 2015-8-5

Can anyone please help?

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Answer 1

Christiaan 2015-8-5

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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