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- import { factory } from '../../../utils/factory.js';
- var name = 'schur';
- var dependencies = ['typed', 'matrix', 'identity', 'multiply', 'qr', 'norm', 'subtract'];
- export var createSchur = /* #__PURE__ */factory(name, dependencies, _ref => {
- var {
- typed,
- matrix,
- identity,
- multiply,
- qr,
- norm,
- subtract
- } = _ref;
- /**
- *
- * Performs a real Schur decomposition of the real matrix A = UTU' where U is orthogonal
- * and T is upper quasi-triangular.
- * https://en.wikipedia.org/wiki/Schur_decomposition
- *
- * Syntax:
- *
- * math.schur(A)
- *
- * Examples:
- *
- * const A = [[1, 0], [-4, 3]]
- * math.schur(A) // returns {T: [[3, 4], [0, 1]], R: [[0, 1], [-1, 0]]}
- *
- * See also:
- *
- * sylvester, lyap, qr
- *
- * @param {Array | Matrix} A Matrix A
- * @return {{U: Array | Matrix, T: Array | Matrix}} Object containing both matrix U and T of the Schur Decomposition A=UTU'
- */
- return typed(name, {
- Array: function Array(X) {
- var r = _schur(matrix(X));
- return {
- U: r.U.valueOf(),
- T: r.T.valueOf()
- };
- },
- Matrix: function Matrix(X) {
- return _schur(X);
- }
- });
- function _schur(X) {
- var n = X.size()[0];
- var A = X;
- var U = identity(n);
- var k = 0;
- var A0;
- do {
- A0 = A;
- var QR = qr(A);
- var Q = QR.Q;
- var R = QR.R;
- A = multiply(R, Q);
- U = multiply(U, Q);
- if (k++ > 100) {
- break;
- }
- } while (norm(subtract(A, A0)) > 1e-4);
- return {
- U,
- T: A
- };
- }
- });
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