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