pbig(1)

NAME
pbig - eigen-projection

CALLING SEQUENCE
[Q,M]=pbig(A,thres,flag)

PARAMETERS

A   : real square matrix

thres
    : real number

flag
    : character string ('c' or 'd')

Q,M : real matrices

DESCRIPTION
Projection on eigen-subspace associated with eigenvalues with real part >= thres (flag='c') or with magnitude >= thres (flag='d').

The projection is defined by Q*M, Q is full column rank, M is full row rank and M*Q=eye.

If flag='c', the eigenvalues of M*A*Q = eigenvalues of A with real part >= thres.

If flag='d', the eigenvalues of M*A*Q = eigenvalues of A with magnitude >= thres.

If flag='c' and if [Q1,M1] = full rank factorization (fullrf) of eye-Q*M then eigenvalues of M1*A*Q1 = eigenvalues of A with real part < thres.

If flag='d' and if [Q1,M1] = full rank factorization (fullrf) of eye-Q*M then eigenvalues of M1*A*Q1 = eigenvalues of A with magnitude < thres.

SEE ALSO
psmall, projspec, fullrf

AUTHOR
F. D. (1988)