Matlab Database > Linear Algebra > Eigenvalue Problems > Sorting Real Schur Forms

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Title: Sorting Real Schur Forms
Author: Jan Brandts
Institution: University of Amsterdam
Description: In Matlab 6, there exists a command to generate a real Schur form, wheras another transforms a real Schur form into a complex one. There do not exist commands to prescribe the order in which the eigenvalues appear on the diagonal of the upper (quasi-) triangular factor T.

For the complex case, a routine is sketched in Golub and Van Loan (1996), that orders the diagonal of T according to their distance to a target value. In the reference below, we give a Matlab routine to sort real Schur forms in Matlab. It is based on a block-swapping procedure by Bai and Demmel (1993).

Sorting real Schur forms, both partially and completely, has important applications in the computation of real invariant subspaces.

J.H. Brandts
Matlab code for sorted real Schur forms
Numerical Linear Algebra with Applications 9(3):249-261 (2002)
Keywords: Real Schur Form, sorting, Bai-Demmel algorithm, swapping
File Name: SRSchur.m
File Size: 4 KB
File Version: 1.0
Matlab Version: 5.x
Date: 2003-01-23
Downloads: 3135
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