Date: Jan 18, 2013 11:39 AM
Author: NIcholas
Subject: How accurate are eigenvalues/vectors returned by eig and eigs?

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.