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Real and ordered eigenstructure decomposition.
Syntax
Description
Reig
produces a "real" and "ordered" eigenstructure decomposition such that
where Xr is a set of "real" eigenvectors that span the same eigenspace as the complex ones. D is a real block diagonal matrix with real eigenvalue appearing as 1 x 1 block and/or complex eigenvalue a + jb appearing as a 2 x 2 block
Two types of ordering are available
Opt = 1
-- eigenvalues are ordered by real parts (default).
Opt = 2
-- eigenvalues are ordered by their magnitudes.
Algorithm
The kth real eigenvector pair xr(:, k:k+1) is
![]() | perron, psv | riccond | ![]() |