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equil

equil — balancing of pair of symmetric matrices

Calling sequence

T=equil(P,Q)

Parameters

P, Q : two positive definite symmetric matrices
T : nonsingular matrix

Description

equil returns t such that:

T*P*T' and inv(T)'*Q*inv(T) are both equal to a same diagonal and positive matrix.

Examples



P=rand(4,4);P=P*P';
Q=rand(4,4);Q=Q*Q';
T=equil(P,Q)
clean(T*P*T')
clean(inv(T)'*Q*inv(T))

See also

equil1, balanc, ctr_gram
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