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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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8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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1 function [S, N] = signm(A)
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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2 %SIGNM Matrix sign decomposition.
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3 % [S, N] = SIGNM(A) is the matrix sign decomposition A = S*N,
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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4 % computed via the Schur decomposition.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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5 % S is the matrix sign function, sign(A).
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7 % Reference:
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8 % N. J. Higham, The matrix sign decomposition and its relation to the
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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9 % polar decomposition, Linear Algebra and Appl., 212/213:3-20, 1994.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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11 [Q, T] = schur(A,'complex');
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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12 S = Q * matsignt(T) * Q';
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8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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14 % Only problem with Schur method is possible nonzero imaginary part when
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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15 % A is real. Next line takes care of that.
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16 if ~any(imag(A)), S = real(S); end
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18 if nargout == 2
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19 N = S*A;
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20 end