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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
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