view 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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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