ordeig
Eigenvalues of a quasitriangular matrix in the order of the diagonal blocks.
Category: Mathematics > Linear Algebra
Syntax
e = ordeig(T)
Returns the eigenvalues of the (quasi)triangular T as they appear down the diagonal.
e = ordeig(A, B)
Same for the generalized problem with triangular pair (A, B).
Description
eig returns eigenvalues in an order that does not tell where they sit in a Schur form. ordeig reads them straight from the diagonal of T, including the 2-by-2 blocks of real Schur form, so you can build the selection vector that ordschur needs.
Input arguments
T- Upper triangular or quasitriangular (real Schur) matrix.
Output arguments
e- Column vector of eigenvalues in diagonal order.
Example
Diagonal order of a Schur form
T = [1 2 3; 0 4 5; 0 0 6];
ordeig(T)
[U, S] = schur([1 2; 3 4]);
ordeig(S)
Output
ans = 3×1
1
4
6
ans = 2×1
-0.3723
5.3723