Re: qz

[Quentin Spencer]

Stefan van der Walt wrote:

> I am trying to solve the generalised eigenvalue problem using qz, but
> the following behaviour looks suspicious:
>
> octave:5> a = rand(3,3); b = rand(3,3); [AA, BB, Q, Z, V, W] =
> qz(a,b); Q*a*Z - AA, Q*b*Z - BB
> ans =
>
>  -0.506316   0.133307   1.509299
>  -0.425943  -0.168888  -1.856508
>   0.203352  -0.028521  -0.327870
>
> ans =
>
>  -0.377653  -0.108805   1.424638
>   0.274852  -0.178300  -0.189498
>   0.098925   0.051424  -0.448613
>
> If I understand correctly, the answers should be much closer to
> zero(3,3)?
>  
You are close. Replace Q with Q', and I get matrices with values on the 
order of 1E-16.

-Quentin



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