eigspread.m

a simple program for lms and taking into account the eigenspread factor

clear all
R=[1 0;0 1];
[Q,D]=eig(R);
P=[1;2];
w = inv(R)*P;
wo=[w(1)-250:w(1)+250];
wi=[w(2)-250:w(2)+250];
[w0,w1]=meshgrid(wo,wi);
J=1-2*P(1)*w0-2*P(2)*w1+2*R(1,2)*w0.*w1+R(1,1)*(w0.^2+w1.^2);
subplot(221);contour(w0-w(1),w1-w(2),J,20)
title('For \lambda=1 \lambda=1')

R=[1 0.3;0.3 1];
[Q,D]=eig(R);
P=[1;2];
w = inv(R)*P;
wo=[w(1)-250:w(1)+250];
wi=[w(2)-250:w(2)+250];
[w0,w1]=meshgrid(wo,wi);
J=1-2*P(1)*w0-2*P(2)*w1+2*R(1,2)*w0.*w1+R(1,1)*(w0.^2+w1.^2);
subplot(222);contour(w0-w(1),w1-w(2),J,20)
title('For \lambda=0.7 \lambda=1.3')

R=[1 0.6;0.6 1];
[Q,D]=eig(R);
P=[1;2];
w = inv(R)*P;
wo=[w(1)-250:w(1)+250];
wi=[w(2)-250:w(2)+250];
[w0,w1]=meshgrid(wo,wi);
J=1-2*P(1)*w0-2*P(2)*w1+2*R(1,2)*w0.*w1+R(1,1)*(w0.^2+w1.^2);
subplot(223);contour(w0-w(1),w1-w(2),J,20)
title('For \lambda=0.4 \lambda=1.6')


R=[1 0.9;0.9 1];
[Q,D]=eig(R);
P=[1;2];
w = inv(R)*P;
wo=[w(1)-250:w(1)+250];
wi=[w(2)-250:w(2)+250];
[w0,w1]=meshgrid(wo,wi);
J=1-2*P(1)*w0-2*P(2)*w1+2*R(1,2)*w0.*w1+R(1,1)*(w0.^2+w1.^2);
subplot(224);contour(w0-w(1),w1-w(2),J,20)
title('For \lambda=0.1 \lambda=1.9')