equil - balancing of pair of symmetric matrices

Calling Sequence

T=equil(P,Q)

Parameters

• P, Q : two positive definite symmetric matrices
• T : nonsingular matrix

Description

equil returns t such that:

T*P*T' and inv(T)'*Q*inv(T) are both equal to a same diagonal and positive matrix.

Examples

P=rand(4,4);P=P*P';
Q=rand(4,4);Q=Q*Q';
T=equil(P,Q)
clean(T*P*T')
clean(inv(T)'*Q*inv(T))
 

See Also

equil1  balanc  ctr_gram