what algorithm does EIG() MATLAB function use ?

salah eddine

2016 4 28

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Hi,

I would like to know which algorithms doses the built-in function EIG uses to compute the eigenvalues of a real symmetric definite positive matrix. I tried >>edit eig to get the script but i couldn't.

Thanks

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John D'Errico 2016-5-26

编辑：John D'Errico 2016-5-26

You could do it by breaking the problem down into those respective blocks, thus extract each block in turn, then solve each subproblem using eig, all in a loop.

Will this be more efficient than simple use of eig? It depends, because you would then be introducing extra function call overhead, extra work that may actually exceed the gain if your problem is not too large.