Home How does MATLAB Eigs function work?
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How does MATLAB Eigs function work?

user470 Published in May 24, 2018, 11:23 pm

I noted that if I have a matrix with the two largest (in modulus) eigevalues (say a and b) very close each other, then, calling eigs(A,1), convergence is very slow.

But if I call eigs(A,2) it turns out that it converges very quicly and I think that it happens because it is hard to separate a and b when they are very close.

So I wonder how does eigs function work and if there is a simple direct implementation of a function like that.

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