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Hi!
My problem is as follows. I have a pair of square matrices B and A, for which I would like to find
B = QTZ'
A = QSZ'
with QQ'=ZZ'=I and T and S are upper triangular. However, I want the decomposition to be ordered such that the eigenvalues of the system, given by the ratio of the diagonal elements of S to the corresponding diagonal elements of T, are ordered such that
S(1,1)/T(1,1) < S(2,2)/T(2,2) < ... < S(n,n)/T(n,n).
does anyone know hopw to obtain this particular ordering in matlab?
Thanks.
Brad.
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