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Specifics on diagonalization algorithms

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fabiog
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Hello, I used Eigen for my Msc thesis and I should mention some characteristics of the code that I implemented.
To do so, I need some specifics:
  • Algorithms used for diagonalization in: SelfAdjointEigenSolver, EigenSolver
  • Complexity of such algorithms in terms of the incomes
  • Precision of the eigenvalues and eigenvectors' elements
Can anyone help me?
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ggael
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SelfAdjointEigenSolver starts with a triadiagonalization using Householder reflectors, then it applies QR iterations.

EigenSolver starts with a Hessenberg factorization using Householder reflectors, then it performs a Schur factorization using Francis QR iterations with implicit double shift.

The precision is the machine precision.

Complexity of O(a * n^3) with a factor a which depends on the numerical values of the input.


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