Purpose

This program computes the periodic Schur decomposition (PSD) of the matrix product

                 Bp^{-1} * Ap * ... * B1^{-1} * A1, where p is the period.

In addition, we can also select to accumulate the orthogonal matices Q_i's or Z_i's. That is

          Q_j * B_j * Z_j = Bj,  Q_j * A_j * Z_{j-1} = Aj,  Z_0 = Z_p,  for j = 1: p,

where  A1 is qusi-upper triangular and A2, ..., Ap, B1, ..., Bp are upper triangular matrices.

Download

PQZ.zip

License

Copyright (c) 2016 by Hung-Yuan Fan, Tsung-Ming Huang and Wen-Wei Lin