Computational cost of function eig

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Viviana Arrigoni
Viviana Arrigoni 2016-12-12
评论： Walter Roberson 2016-12-12
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 2016-12-12
It depends on the properties of the matrix whose eigenvalues are being taken.

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Walter Roberson
Walter Roberson 2016-12-12
https://en.m.wikipedia.org/wiki/Eigenvalue_algorithm
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Walter Roberson
Walter Roberson 2016-12-12
You should probably assume that for sufficiently large arrays that MATLAB invokes one of the below routines:
http://www.netlib.org/lapack/double/

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