rStats.js v1.3.0
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    Function schur

    • Real Schur decomposition of a square matrix. Equivalent to R's Matrix::Schur(x).

      Returns an orthogonal Q and an upper quasi-triangular T with x = Q T Q'. T has 1 x 1 diagonal blocks for real eigenvalues and standardised 2 x 2 blocks [[a, b], [c, a]] (b c < 0) for complex conjugate pairs a ± sqrt(-b c) i. The decomposition is not unique: the order of the diagonal blocks and the signs of Q's columns may differ from R's (both are correct). Throws on NaN or infinite values.

      Parameters

      Returns SchurResult

      T, Q and the eigenvalues read off T. See SchurResult.

      schur([[0, -1], [1, 0]]);
      // { T: [[0, -1], [1, 0]], Q: [[1, 0], [0, 1]], valuesRe: [0, 0], valuesIm: [1, -1] }