Matlab - comp complexity eig/eigs routines

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comp complexity eig/eigs routines

Wilbert Dijkhof

2005-11-11, 7:04 pm

I would like to know the complexity of the following functions:

1) eig(A), A symmetric
2) eig(A,B), A symmetric, B positive definite
3) eigs(A,k), A symmetric
4) eigs(A,B,k), A symmetric, B positive definite

as function of the size of A (N) and k. Of course references are also fine.

The only thing i can find in the litature is that the Arnoldi algorithm (used in eigs) has complexity k^2*N. QR decomposition (used in eig) has complexity 2*N^3/3. I think this is for the cases (1) and (3). How about the generalized eigenvalue problems?

Regards,

Wilbert

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