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Subject: Re: Finding the nearest matrix with real eigenvalues
Date: Thu, 2 Sep 2010 22:02:20 +0000 (UTC)
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"Roger Stafford" <ellieandrogerxyzzy@mindspring.com.invalid> wrote in message <i5jvad$c2b$1@fred.mathworks.com>...

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