Method behind eig()?

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Yannic Irion
Yannic Irion on 20 Aug 2019
Commented: Bruno Luong on 23 Aug 2019
What's the method behin eig() in MATLAB? Is it QR-factarization (with which kind of shift, Hessenberg,...?) ?
  1 Comment
KSSV
KSSV on 20 Aug 2019
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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Answers (1)

Roshni Garnayak
Roshni Garnayak on 23 Aug 2019
The algorithms used for computing generalized eigenvalues of a pair are Cholesky factorization or QZ algorithm (generalized Schur decomposition). The “eigfunction selects an algorithm based on the properties of the matrices.
For further information on the algorithms used refer to the following link:
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Bruno Luong
Bruno Luong on 23 Aug 2019
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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