test_eigifp.m

Frequently used algorithms for numerical analysis and signal processing

clear
n = 200; m = 10;
A = Chenmh_PDgen(n,1);
B = Chenmh_PDgen(n,1); B = eye(n);
tol = 10^-5;
[x,s,e] = Chenmh_Eigifp(A,B,m,tol);
[U,Sig] = eig(A,B); [val,ndx] = min(diag(Sig));
[val s]
figure; semilogy(e)