Scilab Reference Manual |
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pbig — eigen-projection
[Q,M]=pbig(A,thres,flag)
A | : real square matrix |
thres | : real number |
flag | : character string ('c' or 'd') |
Q,M | : real matrices |
Projection on eigen-subspace associated with eigenvalues with real part >= thres (flag='c') or with magnitude >= thres (flag='d').
The projection is defined by Q*M, Q is full column rank, M is full row rank and M*Q=eye.
If flag='c', the eigenvalues of M*A*Q = eigenvalues of A with real part >= thres.
If flag='d', the eigenvalues of M*A*Q = eigenvalues of A with magnitude >= thres.
If flag='c' and if [Q1,M1] = full rank factorization (fullrf) of eye()-Q*M then eigenvalues of M1*A*Q1 = eigenvalues of A with real part < thres.
If flag='d' and if [Q1,M1] = full rank factorization (fullrf) of eye()-Q*M then eigenvalues of M1*A*Q1 = eigenvalues of A with magnitude < thres.
A=diag([1,2,3]);X=rand(A);A=inv(X)*A*X; [Q,M]=pbig(A,1.5,'d'); spec(M*A*Q) [Q1,M1]=fullrf(eye()-Q*M); spec(M1*A*Q1)
F. D. (1988); ;
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