Re: Complexity of 'eigs'

[c.]

On 13 Aug 2012, at 12:13, Søren Hauberg wrote:

> The way I read the text at this link, 'eig' is O(D^3), but perhaps I'm 
> missing something. I understand this as, first the matrix is put into 
> tridiagonal form, which is O(D^3), and then another method (i.e. QR) is 
> applied to get the eigenvectors, which takes O(D^2). Am I misunderstanding 
> something?

No, you're right mine was just a typo. 

> Practially, I actually find 'eigs' to be faster than 'eig' if I only care 
> about the first eigenvector; if I want them all, then 'eig' is better.

I would not expect the advantage of "eigs" over "eig" to be very important if 
your matrix is dense and you do not need to compute the eigenvectors.
But maybe I am missing some implementation detail.

> Søren
c.