From help-request at octave dot org Thu Jul 15 15:04:54 2004
Subject: Re: qz
From: Quentin Spencer <qspencer at ieee dot org>
To: Stefan van der Walt <stefan at sun dot ac dot za>
CC: help at octave dot org
Date: Thu, 15 Jul 2004 15:02:50 -0500

Stefan van der Walt wrote:

>I am trying to solve the generalised eigenvalue problem using qz, but
>the following behaviour looks suspicious:
>
>octave:5> a = rand(3,3); b = rand(3,3); [AA, BB, Q, Z, V, W] =
>qz(a,b); Q*a*Z - AA, Q*b*Z - BB
>ans =
>
>  -0.506316   0.133307   1.509299
>  -0.425943  -0.168888  -1.856508
>   0.203352  -0.028521  -0.327870
>
>ans =
>
>  -0.377653  -0.108805   1.424638
>   0.274852  -0.178300  -0.189498
>   0.098925   0.051424  -0.448613
>
>If I understand correctly, the answers should be much closer to
>zero(3,3)?
>  
>
You are close. Replace Q with Q', and I get matrices with values on the 
order of 1E-16.

-Quentin



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