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ordeig

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-lambda*BB.

ordeig is an order-preserving version of eig for use with ordschur and ordqz. It is also faster than eig for quasitriangular matrices.

Examples

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

See Also

schur, qz, ordschur, ordqz, eig


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