Eigenvalue calculation in MATLAB

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UMUT 2012-7-18

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https://ww2.mathworks.cn/matlabcentral/answers/43944-eigenvalue-calculation-in-matlab

When we try to calculate eigenvalues in MATLAB, it's very easy. But the real problem is this; which algorithm is MATLAB using to calculate these. Do you have any open source codes? i want to write a new programme for my final project in master degree but i need to write this code in C language, so i need open source codes and maybe algorithms... thanks in advance for your helps...

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Answer 1

Sebastian Holmqvist 2012-7-18

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https://ww2.mathworks.cn/matlabcentral/answers/43944-eigenvalue-calculation-in-matlab#answer_53916

在 MATLAB Online 中打开

From http://www.mathworks.se/help/techdoc/ref/eig.html

 [V,D] = eig(A,B,flag) specifies the algorithm used to compute eigenvalues and eigenvectors. flag can be:
 'chol' Computes the generalized eigenvalues of A and B using the Cholesky factorization of B. This is the default for symmetric (Hermitian) A and symmetric (Hermitian) positive definite B.
 'qz' Ignores the symmetry, if any, and uses the QZ algorithm as it would for nonsymmetric (non-Hermitian) A and B.