Name
equil — balancing of pair of symmetric matrices
Calling Sequence
T=equil(P,Q)
Parameters
- P, Q
two positive definite symmetric matrices
- T
nonsingular matrix
Description
equil returns t such that:
T*P*T' and inv(T)'*Q*inv(T) are both equal to a same
diagonal and positive matrix.
Examples
P=rand(4,4);P=P*P';
Q=rand(4,4);Q=Q*Q';
T=equil(P,Q)
clean(T*P*T')
clean(inv(T)'*Q*inv(T))