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Algorithm that Matlab uses for computing eigen values and eigen vectors

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Can anyone please tell me which is the algorithm that Matlab uses for computing Eigen values and Eigen vectors when I use the command:
Where am I defining the algorithm type here?

Answers (1)

Christiaan on 5 Aug 2015
Dear Sir,
Please have a look at the documentation
Here you can find the following line:
"[___] = eig(A,B,algorithm), where algorithm is 'chol', uses the Cholesky factorization of B to compute the generalized eigenvalues. The default for algorithm depends on the properties of A and B, but is generally 'qz', which uses the QZ algorithm. If A is Hermitian and B is Hermitian positive definite, then the default for algorithm is 'chol' ."
Also you could type in MATLAB: >> edit eig
Kind regards, Christiaan


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