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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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Bruno Luong

Posts: 9,822
Registered: 7/26/08
Re: How accurate are eigenvalues/vectors returned by eig and eigs?
Posted: Jan 24, 2013 4:53 PM
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"Nick" wrote in message <kds8k4$380$>...
> If the matrix is (real) positive definite, then V should be orthogonal, so its condition number will be 1. Does that mean that the accuracy of all eigenvalue calculations on such matrices are (roughly) the same?

I would said mostly yes, if the algorithm and precision of the input matrix are not an obstacle.


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