statskyy
statskyy

Reputation: 343

What algorithm does MATLAB use to find eigenvectors?

So I am using MATLAB for a project and am discussing the use of the power method for finding stationary distributions of Markov chains and its convergence rate. I was wondering what method/algorithms MATLAB's eig() function uses to find the eigenvectors of a matrix?

Upvotes: 2

Views: 686

Answers (1)

Gabriel Desharnais
Gabriel Desharnais

Reputation: 105

Normally Matlab is using LAPACK routines to do calculation. With that in mind I guess that from here you will be able to find the code that matlab runs. Be Aware LAPACK is in Fortran.

MATLAB Incorporates LAPACK

Upvotes: 1

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