Learn more about MATLAB

qz - QZ factorization for generalized eigenvalues

Syntax

[AA,BB,Q,Z] = qz(A,B)
[AA,BB,Q,Z,V,W] = qz(A,B)
qz(A,B,flag)

Description

The qz function gives access to intermediate results in the computation of generalized eigenvalues.

[AA,BB,Q,Z] = qz(A,B) for square matrices A and B, produces upper quasitriangular matrices AA and BB, and unitary matrices Q and Z such that Q*A*Z = AA, and Q*B*Z = BB. For complex matrices, AA and BB are triangular.

[AA,BB,Q,Z,V,W] = qz(A,B) also produces matrices V and W whose columns are generalized eigenvectors.

qz(A,B,flag) for real matrices A and B, produces one of two decompositions depending on the value of flag:

'complex'	Produces a possibly complex decomposition with a triangular AA. For compatibility with earlier versions, 'complex' is the default.
'real'	Produces a real decomposition with a quasitriangular AA, containing 1-by-1 and 2-by-2 blocks on its diagonal.

If AA is triangular, the diagonal elements of AA and BB, and , are the generalized eigenvalues that satisfy

The eigenvalues produced by

are the ratios of the αs and βs.

If AA is not triangular, it is necessary to further reduce the 2-by-2 blocks to obtain the eigenvalues of the full system.

See Also

eig

Quivergroup Properties

rand

© 1984-2009- The MathWorks, Inc.    -   Site Help   -   Patents   -   Trademarks   -   Privacy Policy   -   Preventing Piracy   -   RSS