Re: Eigenvalue Solver for Symmetric Matrices


"Lisa Termine" <lmtermine@xxxxxxxxxxx> wrote in message
news:ef53085.-1@xxxxxxxxxxxxxxxxxxxxxxxxxx
I have a symmetric matrix and I am trying to find the eigenvalues and
eigenvectors for this matrix. What is the symmetric eigenvalue
solver that I should use? I am using eigs however that is for the
general eigenvalue problem. Is there a method that I could use for
the specific case when the matrix is symmetric?

QR is supposed to be faster for finding eigenvalues for symmteric matrices.
reference: Prof Mathews web site:
http://math.fullerton.edu/mathews/n2003/QRMethodMod.html
"We now investigate a well known and efficient method for finding all the
eigenvalues of a general nxn real matrix. The QR method can be used for an
arbitrary real matrix, but for a general matrix it takes many iterations and
becomes time consuming.

QR works much faster on
1. symmetric"
....

I did a quick google, and there is on file exchange a QR matlab function for
finding eigenvalues:

http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=13813

hth
Nasser



.

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