/*! * \file * \brief Definitions of Schur decomposition functions * \author Adam Piatyszek * * ------------------------------------------------------------------------- * * IT++ - C++ library of mathematical, signal processing, speech processing, * and communications classes and functions * * Copyright (C) 1995-2007 (see AUTHORS file for a list of contributors) * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 2 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA * * ------------------------------------------------------------------------- */ #ifndef SCHUR_H #define SCHUR_H #include namespace itpp { /*! * \ingroup matrixdecomp * \brief Schur decomposition of a real matrix * * This function computes the Schur form of a square real matrix * \f$ \mathbf{A} \f$. The Schur decomposition satisfies the * following equation: * \f[ \mathbf{U} \mathbf{T} \mathbf{U}^{T} = \mathbf{A} \f] * where: \f$ \mathbf{U} \f$ is a unitary, \f$ \mathbf{T} \f$ is upper * quasi-triangular, and \f$ \mathbf{U}^{T} \f$ is the transposed * \f$ \mathbf{U} \f$ matrix. * * The upper quasi-triangular matrix may have \f$ 2 \times 2 \f$ blocks on * its diagonal. * * Uses the LAPACK routine DGEES. */ bool schur(const mat &A, mat &U, mat &T); /*! * \ingroup matrixdecomp * \brief Schur decomposition of a real matrix * * This function computes the Schur form of a square real matrix * \f$ \mathbf{A} \f$. The Schur decomposition satisfies the * following equation: * \f[ \mathbf{U} \mathbf{T} \mathbf{U}^{T} = \mathbf{A} \f] * where: \f$ \mathbf{U} \f$ is a unitary, \f$ \mathbf{T} \f$ is upper * quasi-triangular, and \f$ \mathbf{U}^{T} \f$ is the transposed * \f$ \mathbf{U} \f$ matrix. * * The upper quasi-triangular matrix may have \f$ 2 \times 2 \f$ blocks on * its diagonal. * * \return Real Schur matrix \f$ \mathbf{T} \f$ * * uses the LAPACK routine DGEES. */ mat schur(const mat &A); /*! * \ingroup matrixdecomp * \brief Schur decomposition of a complex matrix * * This function computes the Schur form of a square complex matrix * \f$ \mathbf{A} \f$. The Schur decomposition satisfies * the following equation: * \f[ \mathbf{U} \mathbf{T} \mathbf{U}^{H} = \mathbf{A} \f] * where: \f$ \mathbf{U} \f$ is a unitary, \f$ \mathbf{T} \f$ is upper * triangular, and \f$ \mathbf{U}^{H} \f$ is the Hermitian * transposition of the \f$ \mathbf{U} \f$ matrix. * * Uses the LAPACK routine ZGEES. */ bool schur(const cmat &A, cmat &U, cmat &T); /*! * \ingroup matrixdecomp * \brief Schur decomposition of a complex matrix * * This function computes the Schur form of a square complex matrix * \f$ \mathbf{A} \f$. The Schur decomposition satisfies * the following equation: * \f[ \mathbf{U} \mathbf{T} \mathbf{U}^{H} = \mathbf{A} \f] * where: \f$ \mathbf{U} \f$ is a unitary, \f$ \mathbf{T} \f$ is upper * triangular, and \f$ \mathbf{U}^{H} \f$ is the Hermitian * transposition of the \f$ \mathbf{U} \f$ matrix. * * \return Complex Schur matrix \f$ \mathbf{T} \f$ * * Uses the LAPACK routine ZGEES. */ cmat schur(const cmat &A); } // namespace itpp #endif // #ifndef SCHUR_H