The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

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

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]

Posts: 54
Registered: 5/19/10
How accurate are eigenvalues/vectors returned by eig and eigs?
Posted: Jan 18, 2013 11:39 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

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.

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.