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| 1 | MatrixXf A = MatrixXf::Random(4,4);
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| 2 | MatrixXf B = MatrixXf::Random(4,4);
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| 3 | RealQZ<MatrixXf> qz(4); // preallocate space for 4x4 matrices
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| 4 | qz.compute(A,B); // A = Q S Z, B = Q T Z
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| 5 |
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| 6 | // print original matrices and result of decomposition
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| 7 | cout << "A:\n" << A << "\n" << "B:\n" << B << "\n";
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| 8 | cout << "S:\n" << qz.matrixS() << "\n" << "T:\n" << qz.matrixT() << "\n";
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| 9 | cout << "Q:\n" << qz.matrixQ() << "\n" << "Z:\n" << qz.matrixZ() << "\n";
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| 10 |
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| 11 | // verify precision
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| 12 | cout << "\nErrors:"
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| 13 | << "\n|A-QSZ|: " << (A-qz.matrixQ()*qz.matrixS()*qz.matrixZ()).norm()
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| 14 | << ", |B-QTZ|: " << (B-qz.matrixQ()*qz.matrixT()*qz.matrixZ()).norm()
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| 15 | << "\n|QQ* - I|: " << (qz.matrixQ()*qz.matrixQ().adjoint() - MatrixXf::Identity(4,4)).norm()
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| 16 | << ", |ZZ* - I|: " << (qz.matrixZ()*qz.matrixZ().adjoint() - MatrixXf::Identity(4,4)).norm()
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| 17 | << "\n";
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