Reorder eigenvalues in QZ factorization
[AAS,BBS,QS,ZS] = ordqz(AA,BB,Q,Z,select)
[...] = ordqz(AA,BB,Q,Z,keyword)
[...] = ordqz(AA,BB,Q,Z,clusters)
[AAS,BBS,QS,ZS] = ordqz(AA,BB,Q,Z,select)
reorders
the QZ factorizations Q*A*Z = AA
and Q*B*Z = BB
produced by the qz
function
for a matrix pair (A,B)
. It returns the reordered
pair (AAS,BBS)
and the cumulative orthogonal transformations QS
and ZS
such
that QS*A*ZS = AAS
and QS*B*ZS = BBS
. In this reordering,
the selected cluster of eigenvalues appears in the leading (upper
left) diagonal blocks of the quasitriangular pair (AAS,BBS)
,
and the corresponding invariant subspace is spanned by the leading
columns of ZS
. The logical vector select
specifies
the selected cluster as E(select)
where E
is
the vector of eigenvalues as they appear along the diagonal of AA-λ*BB
.
Note
To extract |
[...] = ordqz(AA,BB,Q,Z,keyword)
sets
the selected cluster to include all eigenvalues in the region specified
by keyword
:
keyword | Selected Region |
---|---|
| Left-half plane ( |
| Right-half plane ( |
| Interior of unit disk ( |
| Exterior of unit disk ( |
[...] = ordqz(AA,BB,Q,Z,clusters)
reorders multiple clusters at once. Given a vector clusters
of
cluster indices commensurate with E = ordeig(AA,BB)
, such that all eigenvalues with
the same clusters
value form one cluster, ordqz
sorts
the specified clusters in descending order along the diagonal of (AAS,BBS)
.
The cluster with highest index appears in the upper left corner.