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- MatrixXf A = MatrixXf::Random(4,4);
- MatrixXf B = MatrixXf::Random(4,4);
- RealQZ<MatrixXf> qz(4); // preallocate space for 4x4 matrices
- qz.compute(A,B); // A = Q S Z, B = Q T Z
- // print original matrices and result of decomposition
- cout << "A:\n" << A << "\n" << "B:\n" << B << "\n";
- cout << "S:\n" << qz.matrixS() << "\n" << "T:\n" << qz.matrixT() << "\n";
- cout << "Q:\n" << qz.matrixQ() << "\n" << "Z:\n" << qz.matrixZ() << "\n";
- // verify precision
- cout << "\nErrors:"
- << "\n|A-QSZ|: " << (A-qz.matrixQ()*qz.matrixS()*qz.matrixZ()).norm()
- << ", |B-QTZ|: " << (B-qz.matrixQ()*qz.matrixT()*qz.matrixZ()).norm()
- << "\n|QQ* - I|: " << (qz.matrixQ()*qz.matrixQ().adjoint() - MatrixXf::Identity(4,4)).norm()
- << ", |ZZ* - I|: " << (qz.matrixZ()*qz.matrixZ().adjoint() - MatrixXf::Identity(4,4)).norm()
- << "\n";
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