bdiag

block diagonalization, generalized eigenvectors

Calling Sequence

[Ab [,X [,bs]]]=bdiag(A [,rmax])

Arguments

:A real or complex square matrix : :rmax real number : :Ab real or complex square matrix : :X real or complex non-singular matrix : :bs vector of integers :

Description

[Ab [,X [,bs]]]=bdiag(A [,rmax])

performs the block-diagonalization of matrix A. bs gives the structure of the blocks (respective sizes of the blocks). X is the change of basis i.e `Ab = inv(X)*A*X`is block diagonal.

rmax controls the conditioning of X; the default value is the l1 norm of A.

To get a diagonal form (if it exists) choose a large value for rmax ( rmax=1/%eps for example). Generically (for real random A) the blocks are (1x1) and (2x2) and X is the matrix of eigenvectors.

Examples

//Real case: 1x1 and 2x2 blocks
a=`rand`_(5,5);[ab,x,bs]=bdiag(a);ab

//Complex case: complex 1x1 blocks
[ab,x,bs]=bdiag(a+%i*0);ab

See Also

  • schur [ordered] Schur decomposition of matrix and pencils
  • sylv Sylvester equation.
  • spec eigenvalues of matrices and pencils

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