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Topic: How accurate are eigenvalues/vectors returned by eig and eigs?
Replies: 3   Last Post: Jan 24, 2013 4:53 PM

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NIcholas

Posts: 54
Registered: 5/19/10
How accurate are eigenvalues/vectors returned by eig and eigs?
Posted: Jan 18, 2013 11:39 AM
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Does EIG or EIGS provide any guarantees as to the accuracy of the eigenvalues / eigenvectors returned? This is, how accurate is the numerical estimates of the eigenvalues/eigenvectors (I am especially concerned about the eigenvalues) to the "true" eigenvalues/vectors. I know that it will be quite accurate but I imagine it's also a function of how well conditioned the matrix is.



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