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Eigenvalue calculation in MATLAB

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UMUT
UMUT on 18 Jul 2012
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...

Answers (1)

Sebastian Holmqvist
Sebastian Holmqvist on 18 Jul 2012
[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.

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