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equil

balancing of pair of symmetric matrices

Syntax

T = equil(P, Q)

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 — balancing (nonnegative) pair of matrices
  • balanc — matrix or pencil balancing
  • ctr_gram — controllability gramian
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Last updated:
Mon Nov 07 14:58:53 CET 2022