diff toolbox/signm.m @ 0:8f23314345f4 draft

Create local repository for matrix toolboxes. Step #0 done.
author Antonio Pino Robles <data.script93@gmail.com>
date Wed, 06 May 2015 14:56:53 +0200
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolbox/signm.m	Wed May 06 14:56:53 2015 +0200
@@ -0,0 +1,21 @@
+function [S, N] = signm(A)
+%SIGNM   Matrix sign decomposition.
+%        [S, N] = SIGNM(A) is the matrix sign decomposition A = S*N,
+%        computed via the Schur decomposition.
+%        S is the matrix sign function, sign(A).
+
+%        Reference:
+%        N.J. Higham, The matrix sign decomposition and its relation to the
+%        polar decomposition, Linear Algebra and Appl., 212/213:3-20, 1994.
+
+[Q, T] = schur(A);
+[Q, T] = rsf2csf(Q, T);
+S = Q * matsignt(T) * Q';
+
+% Only problem with Schur method is possible nonzero imaginary part when
+% A is real.  Next line takes care of that.
+if ~norm(imag(A),1), S = real(S); end
+
+if nargout == 2
+   N = S*A;
+end