view toolbox/matsignt.m @ 2:c124219d7bfa draft

Re-add the 1995 toolbox after noticing the statement in the ~higham/mctoolbox/ webpage.
author Antonio Pino Robles <data.script93@gmail.com>
date Thu, 07 May 2015 18:36:24 +0200
parents 8f23314345f4
children
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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.

%            Adapted from FUNM.  Called by SIGNM.

if norm(tril(T,-1),1), error('Matrix must be upper triangular.'), end

n = max(size(T));

S = diag( sign( diag(real(T)) ) );
tol = 0;
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;
         RHS = 0;
         if k, RHS = RHS - S(i,k)*S(k,j); end
         S(i,j) = RHS  / (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