Method behind eig()?

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Yannic Irion
Yannic Irion 2019-8-20
评论： Bruno Luong 2019-8-23
What's the method behin eig() in MATLAB? Is it QR-factarization (with which kind of shift, Hessenberg,...?) ?
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KSSV
KSSV 2019-8-20
Read the documentation of eig. It depends on the matrix which you provide as input. You have an option of providing your required algorithm to egt eigen values.

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回答（1 个）

Roshni Garnayak
Roshni Garnayak 2019-8-23
The algorithms used for computing generalized eigenvalues of a pair are Cholesky factorization or QZ algorithm (generalized Schur decomposition). The “eig” function selects an algorithm based on the properties of the matrices.
For further information on the algorithms used refer to the following link:
https://www.mathworks.com/help/matlab/ref/eig.html#btgapg5-1-algorithm
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Bruno Luong
Bruno Luong 2019-8-23
In the page it looks like the algo is specified for Generalized Eigen problem (GEP). Granted the normal eigen value is also GEP with the second matrix being identity. But user (at least I) might have doubt when reading it.

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