schur.Matrix(x, vectors=T, rcond=F, threshold=0, tune=<see below>, workspace=<see below>)
"Matrix"
. Missing values (NAs) are not allowed.
threshold
in magnitude. By default,
threshold
is zero,
so that eigenvalues are unordered. Further ordering can be obtained by
applying
schurmod
to an existing Schur decomposition.
NB
,
NBMIN
,
NX
,
NS
, and
MAXB
, as described in
.laenv
.
The default is to use the settings in
.laenv
, which are initialized in
S-PLUS but may be changed by the user.
tune
specifications) is
included as part of the output attributes.
c("schur.Matrix", "decomp")
.
Attributes include eigenvalues, condition numbers (if requested via
rcond
),
and workspace information, and a copy of the call to
schur.Matrix
.
Based on the functions dgeesx and zgeesx from LAPACK (Anderson et al. 1994).
Parameters in
tune
may affect performance and workspace requirements,
but the optimal settings are both machine and problem dependent.
Users may want to experiment with
tune
(see Anderson et al., p. 72-74) to
obtain improved performance.
The condition numbers are not computed correctly. A bug report has been filed with LAPACK. Anderson, E., et al. (1994). LAPACK User's Guide, 2nd edition, SIAM, Philadelphia.
n <- 9 A <- Matrix( rnorm(n*n,sd = 100), nrow = n, ncol = n) schur.A <- schur(A) # schur factorization mod.eig <- Mod(attr( schur.A, "eigenvalues")) # eigenvalue modulus schur.A <- schur(schur.A) # reordered factorization