Any alternates function to replace "eig"

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Sunil Patil
Sunil Patil 2018-10-3
回答： Christine Tobler 2018-10-3
Used "eig(A,B)" function to find eigen values and vectors.. When am converting it to C code and run at real time, it is taking too much time to give results.
Any suggestions to avoid "eig' function ? Or any suggestions to improve its speed ?
Thanks Sunil-Bangalore
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Stephen23
Stephen23 2018-10-3
编辑：Stephen23 2018-10-3
@Sunil Patil: using inv like that is likely to be slow and inaccurate. The MATLAB documentation explicitly states "It is seldom necessary to form the explicit inverse of a matrix. A frequent misuse of inv arises when solving the system of linear equations Ax = b. One way to solve the equation is with x = inv(A)*b. A better way, from the standpoint of both execution time and numerical accuracy, is to use the matrix backslash operator x = A\b. This produces the solution using Gaussian elimination, without explicitly forming the inverse. See mldivide for further information."

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Christine Tobler
Christine Tobler 2018-10-3
The command
eig(A,eye(15),'qz');
solves the eigenvalue problem A*x = lambda*x, but makes EIG treat it as the generalized problem A*x = lambda*B*x, with B equal to the identity matrix. This should be expected to be slower. Is there a reason not to use
eig(A);
instead?
Alternatively, since A = -inv(C)*G, would it make sense to solve the generalized eigenvalue problem G*x = lambda*C*x instead?

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