eigen-projection
[Q,M]=pbig(A,thres,flag)
real square matrix
real number
character string ('c'
or 'd'
)
real matrices
Projection on eigen-subspace associated with eigenvalues with real
part >= thres
(flag='c'
) or
with magnitude >= thres
(flag='d'
).
The projection is defined by Q*M
, Q
is
full column rank, M
is full row rank and
M*Q=eye
.
If flag='c'
, the eigenvalues of
M*A*Q
= eigenvalues of A
with real part
>= thres
.
If flag='d'
, the eigenvalues of
M*A*Q
= eigenvalues of A
with magnitude
>= thres
.
If flag='c'
and if [Q1,M1]
=
full rank factorization (fullrf
) of
eye()-Q*M
then eigenvalues of M1*A*Q1
=
eigenvalues of A
with real part <
thres
.
If flag='d'
and if [Q1,M1]
=
full rank factorization (fullrf
) of
eye()-Q*M
then eigenvalues of M1*A*Q1
=
eigenvalues of A
with magnitude <
thres
.
pbig
is based on the ordered schur form (scilab
function schur
).