Note that this function do not return EIGEN VECTORS.
This function is faster than looping on EIG when eigenvalues must be computed for a large number of matrices. The test shows it can speed up by 10 times
Perfect submission, thanks!
I absolutely love the speedup. However, isn't polynomial root finding an unstable problem? For one of my applications, the difference between eigenvalues found by "eig3" and MATLAB's "eig" is 5-10% on average.
Excellent submission! Saved me a lot of coding time.
Excellent. Much faster than running eig in a for loop. Thanks!
Extend for 2x2 matrices
Extend to complex matrices as well