Eigenvalues of a 2000x2000 matrix

Hi, I have a 2000x2000 matrix and want to calculate the eigenvalues of it. The matrix is symmetric and real so the eigenvalues should be real, too. Unfortunately the function eig gives imaginary eigenvalues. Do you know a better way to calculate the eigenvectors and eigenvalues for such a problem?

Answer 1

[Christine Tobler]

EIG chooses between the symmetric and non-symmetric solver based on whether the matrix is exactly symmetric (A == A'). I'm guessing your matrix is slightly non-symmetric; by calling eig( (A+A')/2 ), you should get real eigenvalues instead of complex ones.