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comparison scripts/linear-algebra/qzhess.m @ 11471:994e2a93a8e2

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Use uppercase 'A' to refer to matrix inputs in m-files.
author Rik <octave@nomad.inbox5.com>
date Sun, 09 Jan 2011 16:01:05 -0800
parents 693e22af08ae
children fd0a3ac60b0e
comparison
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11470:eb9e0b597d61 11471:994e2a93a8e2
16 ## You should have received a copy of the GNU General Public License 16 ## You should have received a copy of the GNU General Public License
17 ## along with Octave; see the file COPYING. If not, see 17 ## along with Octave; see the file COPYING. If not, see
18 ## <http://www.gnu.org/licenses/>. 18 ## <http://www.gnu.org/licenses/>.
19 19
20 ## -*- texinfo -*- 20 ## -*- texinfo -*-
21 ## @deftypefn {Function File} {[@var{aa}, @var{bb}, @var{q}, @var{z}] =} qzhess (@var{a}, @var{b}) 21 ## @deftypefn {Function File} {[@var{aa}, @var{bb}, @var{q}, @var{z}] =} qzhess (@var{A}, @var{B})
22 ## Compute the Hessenberg-triangular decomposition of the matrix pencil 22 ## Compute the Hessenberg-triangular decomposition of the matrix pencil
23 ## @code{(@var{a}, @var{b})}, returning 23 ## @code{(@var{A}, @var{B})}, returning
24 ## @code{@var{aa} = @var{q} * @var{a} * @var{z}}, 24 ## @code{@var{aa} = @var{q} * @var{A} * @var{z}},
25 ## @code{@var{bb} = @var{q} * @var{b} * @var{z}}, with @var{q} and @var{z} 25 ## @code{@var{bb} = @var{q} * @var{B} * @var{z}}, with @var{q} and @var{z}
26 ## orthogonal. For example: 26 ## orthogonal. For example:
27 ## 27 ##
28 ## @example 28 ## @example
29 ## @group 29 ## @group
30 ## [aa, bb, q, z] = qzhess ([1, 2; 3, 4], [5, 6; 7, 8]) 30 ## [aa, bb, q, z] = qzhess ([1, 2; 3, 4], [5, 6; 7, 8])
44 44
45 ## Author: A. S. Hodel <scotte@eng.auburn.edu> 45 ## Author: A. S. Hodel <scotte@eng.auburn.edu>
46 ## Created: August 1993 46 ## Created: August 1993
47 ## Adapted-By: jwe 47 ## Adapted-By: jwe
48 48
49 function [aa, bb, q, z] = qzhess (a, b) 49 function [aa, bb, q, z] = qzhess (A, B)
50 50
51 if (nargin != 2) 51 if (nargin != 2)
52 print_usage (); 52 print_usage ();
53 endif 53 endif
54 54
55 [na, ma] = size (a); 55 [na, ma] = size (A);
56 [nb, mb] = size (b); 56 [nb, mb] = size (B);
57 if (na != ma || na != nb || nb != mb) 57 if (na != ma || na != nb || nb != mb)
58 error ("qzhess: incompatible dimensions"); 58 error ("qzhess: incompatible dimensions");
59 endif 59 endif
60 60
61 ## Reduce to hessenberg-triangular form. 61 ## Reduce to hessenberg-triangular form.
62 62
63 [q, bb] = qr (b); 63 [q, bb] = qr (B);
64 aa = q' * a; 64 aa = q' * A;
65 q = q'; 65 q = q';
66 z = eye (na); 66 z = eye (na);
67 for j = 1:(na-2) 67 for j = 1:(na-2)
68 for i = na:-1:(j+2) 68 for i = na:-1:(j+2)
69 69