Q=galg(TList, numGrp)

function Q=galg(TList, numGrp)

% G algorithm

% Flury, Bernhard. Commom Principal Components and Related multivariate
% Models

M=0;
tol=0.0001;
ifault=0; 
Q=eye(2);

while (ifault==0)
    M=M+1;
 	QOLD=Q;
    Delta=computeDeltaMatrix(TList, numGrp, Q);
    T=computeTMatrix(TList, numGrp, Delta);

    if (abs(T(1,2))<10.^(-10))
        QOPT=eye(2);
        return;
    else
        ratio=(T(2,2)-T(1,1))/T(1,2);
		discr= sqrt(ratio*ratio+4);
		r1=(ratio+discr)/2;
		r2=(ratio-discr)/2;
		r=r1;
		  if (abs(r1)>abs(r2))
              r=r2;
		  end;
		c=1/(sqrt(1+r*r));
		s=r*c;
		Q=[c -s; s c];
		difg=abs(Q(1,2)-QOLD(1,2));
		if  difg<tol
            QOPT=Q ;
		    return;
	    else
            QOLD=Q;
	    end;
	end;
end;