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Matlab code for sorting real Schur forms
Authors:J H Brandts
Abstract:In Matlab 6, there exists a command to generate a real Schur form, wheras another transforms a real Schur form into a complex one. There do not exist commands to prescribe the order in which the eigenvalues appear on the diagonal of the upper (quasi‐) triangular factor T. For the complex case, a routine is sketched in Golub and Van Loan (Matrix Computations (3rd edn). The John Hopkins University Press: Baltimore and London, 1996), that orders the diagonal of T according to their distance to a target value τ. In this technical note, we give a Matlab routine to sort real Schur forms in Matlab. It is based on a block‐swapping procedure by Bai and Demmel (Linear Algebra and Its Applications 1993; 186 : 73) We also describe how to compute a partial real Schur form (see Saad (Numerical methods for large eigenvalue problems. Manchester University Press: Manchester, 1992.)) in case the matrix A is very large. Sorting real Schur forms, both partially and completely, has important applications in the computation of real invariant subspaces. Copyright © 2002 by John Wiley & Sons, Ltd.
Keywords:Matlab  real Schur form  sorting  swapping
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