Create banded matrix from arbitrary real square matrix

版本 1.0.0 (2.9 KB) 作者: Michael Hubatka

Create a banded matrix B with bandwidth bw from an arbitrary real square matrix A

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更新时间 2023/8/2

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Create a banded matrix B with bandwidth bw from an arbitrary real square matrix A using a similarity transformation.

[B, T, Ti] = banddiag(A, bw) produces a banded matrix B with bandwidth bw and the similarity transformation matrix T and its inverse Ti so that B = T*A*Ti and T*Ti = I. The matrix B has nonzero entries only on the main diagonal and bw diagonals on either side.

The Algorithm uses successive QR steps to reduce the input matrix A to a banddiagonal structure.

The bandwidth bw is an integer with bw > 0. For b == 1, the matrix B becomes tridiagonal and for bw >= n-1, the matrix B is equal to A.

引用格式

Michael Hubatka (2024). Create banded matrix from arbitrary real square matrix (https://www.mathworks.com/matlabcentral/fileexchange/133177-create-banded-matrix-from-arbitrary-real-square-matrix), MATLAB Central File Exchange. 检索来源 2024/10/4.