The generalized Schur decomposition of an arbitrary pencil A–&lgr;B—robust software with error bounds and applications. Part II: software and applications

Authors:
James Demmel;Bo Kågström
Affiliations:
Univ. of California, Berkeley;Univ. of Umeaˆ, Umeaˆ, Sweden
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1993

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Abstract

Robust software with error bounds for computing the generalized Schur decomposition of an arbitrary matrix pencil A – &lgr;B (regular or singular) is presented. The decomposition is a generalization of the Schur canonical form of A – &lgr;I to matrix pencils and reveals the Kronecker structure of a singular pencil. The second part of this two-part paper describes the computed generalized Schur decomposition in more detail and the software, and presents applications and an example of its use. Background theory and algorithms for the decomposition and its error bounds are presented in Part I of this paper.