equil

Arguments

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