MATLAB Function Reference |
Eigenvalues of quasitriangular matrices
Syntax
Description
E = ordeig(T)
takes a quasitriangular Schur matrix T
, typically produced by schur
, and returns the vector E
of eigenvalues in their order of appearance down the diagonal of T.
E = ordeig(AA,BB)
takes a quasitriangular matrix pair AA
and BB
, typically produced by qz
, and returns the generalized eigenvalues in their order of appearance down the diagonal of AA-*BB
.
ordeig
is an order-preserving version of eig
for use with ordschur
and ordqz
. It is also faster than eig
for quasitriangular matrices.
Example 1
ordeig(T)
returns the eigenvalues of T
in the same order they appear on the diagonal.
eig(T)
, on the other hand, returns the eigenvalues in order of increasing magnitude.
Example 2
A = rand(10); [U, T] = schur(A); abs(ordeig(T)) ans = 5.3786 0.7564 0.7564 0.7802 0.7080 0.7080 0.5855 0.5855 0.1445 0.0812 % Move eigenvalues with magnitude < 0.5 to the % upper-left corner of T. [U,T] = ordschur(U,T,abs(E)<0.5); abs(ordeig(T)) ans = 0.1445 0.0812 5.3786 0.7564 0.7564 0.7802 0.7080 0.7080 0.5855 0.5855
See Also
schur
, qz
, ordschur
, ordqz
, eig
or | orderfields |
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