annotate toolbox/makejcf.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
parents
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
0
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
1 function A = makejcf(n, e, m, X)
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
2 %MAKEJCF A matrix with given Jordan canonical form.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
3 % MAKEJCF(N, E, M) is a matrix having the Jordan canonical form
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
4 % whose i'th Jordan block is of dimension M(i) with eigenvalue E(i),
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
5 % and where N = SUM(M).
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
6 % Defaults: E = 1:N, M = ONES(SIZE(E)) with M(1) so that SUM(M) = N.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
7 % The matrix is constructed by applying a random similarity
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
8 % transformation to the Jordan form.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
9 % Alternatively, the matrix used in the similarity transformation
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
10 % can be specified as a fifth parameter.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
11 % In particular, MAKEJCF(N, E, M, EYE(N)) returns the Jordan form
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
12 % itself.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
13 % NB: The JCF is very sensitive to rounding errors.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
14
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
15 if nargin < 2, e = 1:n; end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
16 if nargin < 3, m = ones(size(e)); m(1) = m(1) + n - sum(m); end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
17
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
18 if any( size(e(:)) ~= size(m(:)) )
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
19 error('Parameters E and M must be of same dimension.')
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
20 end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
21
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
22 if sum(m) ~= n, error('Block dimensions must add up to N.'), end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
23
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
24 A = zeros(n);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
25 j = 1;
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
26 for i=1:max(size(m))
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
27 if m(i) > 1
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
28 Jb = jordbloc(m(i),e(i));
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
29 else
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
30 Jb = e(i); % JORDBLOC fails in n = 1 case.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
31 end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
32 A(j:j+m(i)-1,j:j+m(i)-1) = Jb;
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
33 j = j + m(i);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
34 end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
35
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
36 if nargin < 4
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
37 X = randn(n);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
38 end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
39 A = X\A*X;