Reordered Schur Factorization

DESCRIPTION:

Reorders the Schur factorization of a square matrix. .LB Matrix

USAGE:

schurmod(x, indexes=<see below>, vectors=<see below>) 

REQUIRED ARGUMENTS:

x
an object of class schur.Matrix .

OPTIONAL ARGUMENTS:

indexes
a integer vector of length 2 indicating which indexes of the eigenvalues involved in the reordering. If indexes = c(i,j) , then the block or element in row i is moved to row j by a sequence of transpositions between adjacents blocks or elements.
vectors
a logical value telling whether or not to update and return the Schur vectors if they are present in x . The default is to update and return the Schur vectors.

VALUE:

An object of class schur.Matrix containing the reordered Schur form and (optionally) the corresponding Schur vectors.

DETAILS:

Based on the functions dtrexc and ztrexc from Lapack (Anderson et al. 1994).

REFERENCES:

Anderson, E., et al. (1994). LAPACK User's Guide, 2nd edition, SIAM, Philadelphia.

SEE ALSO:

,

BUGS:

Does not return the proper ordering in all cases. A bug report will be filed with the Lapack developers.

EXAMPLES:

n <- 9 
x <- Matrix( rnorm( n*n, sd = 100), nrow = n, ncol = n)  
schur.x <- schur(x)                                 # schur factorization 
schur.x <- schurmod(schur.x, indexes = c(1,n))      # reordered factorization