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MATLAB Mathematics - SERC - Index of

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Eigenvalues<br />

Schur Decomposition in <strong>MATLAB</strong> Matrix Computations<br />

The <strong>MATLAB</strong> advanced matrix computations do not require eigenvalue<br />

decompositions. They are based, instead, on the Schur decomposition<br />

A = U S U T<br />

where U is an orthogonal matrix and S is a block upper triangular matrix with<br />

1-by-1 and 2-by-2 blocks on the diagonal. The eigenvalues are revealed by the<br />

diagonal elements and blocks <strong>of</strong> S, while the columns <strong>of</strong> U provide a basis with<br />

much better numerical properties than a set <strong>of</strong> eigenvectors. The Schur<br />

decomposition <strong>of</strong> this defective example is<br />

[U,S] = schur(A)<br />

U =<br />

-0.4741 0.6648 0.5774<br />

0.8127 0.0782 0.5774<br />

-0.3386 -0.7430 0.5774<br />

S =<br />

-1.0000 20.7846 -44.6948<br />

0 1.0000 -0.6096<br />

0 0 1.0000<br />

The double eigenvalue is contained in the lower 2-by-2 block <strong>of</strong> S.<br />

Note If A is complex, schur returns the complex Schur form, which is upper<br />

triangular with the eigenvalues <strong>of</strong> A on the diagonal.<br />

1-41

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