From: <HIDDEN>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Finding the nearest matrix with real eigenvalues
Date: Thu, 2 Sep 2010 22:02:20 +0000 (UTC)
Organization: Xoran Technologies
Lines: 8
Message-ID: <i5p6tb$f0b$>
References: <i5j67v$4s4$> <i5jicf$29u$> <i5jn7k$pdd$> <i5jvad$c2b$>
Reply-To: <HIDDEN>
Content-Type: text/plain; charset=UTF-8; format=flowed
Content-Transfer-Encoding: 8bit
X-Trace: 1283464940 15371 (2 Sep 2010 22:02:20 GMT)
NNTP-Posting-Date: Thu, 2 Sep 2010 22:02:20 +0000 (UTC)
X-Newsreader: MATLAB Central Newsreader 1440443
Xref: comp.soft-sys.matlab:667287

"Roger Stafford" <> wrote in message <i5jvad$c2b$>...

> V does have an inverse because we are talking about a matrix with three distinct roots, one real and two complex conjugates.
>   That this is optimal in some sense remains purely conjectural on my part.  It just "feels" good.

In that case, it minimizes  Dist(A,B) = norm(inv(V)*(A-B)*V,'fro')