How expensive is it to compute the eigenvalues of a matrix?

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爱一瞬间的悲伤
爱一瞬间的悲伤 2020-12-07 22:51

How expensive is it to compute the eigenvalues of a matrix?

What is the complexity of the best algorithms?

How long might it take in practice if I have a 1

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  •  情歌与酒
    2020-12-07 23:10

    I assume it helps if the matrix is sparse?

    Yes, there are algorithms, that perform well on sparse matrices.

    See for example: http://www.cise.ufl.edu/research/sparse/

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