Reputation: 343
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
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.
Upvotes: 1