view scripts/linear-algebra/qzhess.m @ 29:69497d3b3b75

[project @ 1993-08-10 21:42:45 by jwe] Initial revision
author jwe
date Tue, 10 Aug 1993 21:42:45 +0000
parents
children 98eb51c870b2
line wrap: on
line source

function [aa,bb,q,z] = qzhess(a,b)

% compute the qz decomposition of the matrix pencil (a - lambda b)
% result: (for MATLAB compatibility):
%	q*a*z = aa, q*b*z = bb
%	q, z orthogonal, 
%	v = matrix of generalized eigenvectors
%
% This ought to be done in a compiled program
% Algorithm taken from Golub and Van Loan, MATRIX COMPUTATIONS, 2nd ed.

[na,ma] = size(a);
[nb,mb] = size(b);
if( (na ~= ma) | (na ~= nb) | (nb ~= mb) ) 
  disp('qz: incompatible dimensions');
  return;
endif

% reduce to hessenberg-triangular form
[q,bb] = qr(b);
aa = q'*a;
q = q';
z = eye(na);
for j=1:(na-2)
  for i=na:-1:(j+2)
    %disp(['zero out aa(',num2str(i),',',num2str(j),')'])
    rot= givens(aa(i-1,j),aa(i,j));
    aa((i-1):i,:) = rot*aa((i-1):i,:);
    bb((i-1):i,:) = rot*bb((i-1):i,:);
    q( (i-1):i,:) = rot*q( (i-1):i,:);
    
    %disp(['now zero out bb(',num2str(i),',',num2str(i-1),')'])
    rot = givens(bb(i,i),bb(i,i-1))';
    bb(:,(i-1):i) = bb(:,(i-1):i)*rot';
    aa(:,(i-1):i) = aa(:,(i-1):i)*rot';
    z(:, (i-1):i) = z(:, (i-1):i)*rot';
  endfor
endfor

bb(2,1) = 0;
for i=3:na
  bb(i,1:(i-1)) = zeros(1,i-1);
  aa(i,1:(i-2)) = zeros(1,i-2);
endfor
endfunction