Mercurial > matrix-functions
view mftoolbox/signm.m @ 0:8f23314345f4 draft
Create local repository for matrix toolboxes. Step #0 done.
author | Antonio Pino Robles <data.script93@gmail.com> |
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date | Wed, 06 May 2015 14:56:53 +0200 |
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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). [Q, T] = schur(A,'complex'); S = Q * matsignt(T) * Q'; if nargout == 2 N = S*A; end %%%%%%%%%%%%%%%%%%%%%%%% function S = matsignt(T) %MATSIGNT Matrix sign function of a triangular matrix. % S = MATSIGN(T) computes the matrix sign function S of the % upper triangular matrix T using a recurrence. n = length(T); S = diag( sign( diag(real(T)) ) ); for p = 1:n-1 for i = 1:n-p j = i+p; d = T(j,j) - T(i,i); if S(i,i) ~= -S(j,j) % Solve via S^2 = I if we can. % Get S(i,j) from S^2 = I. k = i+1:j-1; S(i,j) = -S(i,k)*S(k,j) / (S(i,i)+S(j,j)); else % Get S(i,j) from S*T = T*S. s = T(i,j)*(S(j,j)-S(i,i)); if p > 1 k = i+1:j-1; s = s + T(i,k)*S(k,j) - S(i,k)*T(k,j); end S(i,j) = s/d; end end end