Computational cost of function eig
2 views (last 30 days)
Show older comments
I am wondering what is the computational cost (using asymptotic notation) of function eig in MatLab r2016, and what algorithm is used to compute the diagonal matrix and the change of basis matrix. In this discussion http://it.mathworks.com/matlabcentral/answers/10335-computational-complexity-of-eig-and-pinv it says it is something around O(n^3), or maybe something less, but why? Thank you in advance
3 Comments
Walter Roberson
on 12 Dec 2016
It depends on the properties of the matrix whose eigenvalues are being taken.
Answers (1)
Walter Roberson
on 12 Dec 2016
https://en.m.wikipedia.org/wiki/Eigenvalue_algorithm
1 Comment
Walter Roberson
on 12 Dec 2016
You should probably assume that for sufficiently large arrays that MATLAB invokes one of the below routines:
See Also
Categories
Find more on Linear Algebra in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!