Mercurial > matrix-functions
view toolbox/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). % 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