File: equil.cat

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scilab 2.6-4
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equil            Scilab Group            Scilab Function              equil
NAME
   equil - balancing of pair of symmetric matrices
  
CALLING SEQUENCE
 T=equil(P,Q)
PARAMETERS
 P, Q       : two positive definite symmetric matrices
            
 T          : nonsingular matrix
            
DESCRIPTION
   equil returns t such that:
  
   T*P*T' and  inv(T)'*Q*inv(T)  are both equal to a same  diagonal and
  positive matrix.
  
EXAMPLE
 P=rand(4,4);P=P*P';
 Q=rand(4,4);Q=Q*Q';
 T=equil(P,Q)
 clean(T*P*T')
 clean(inv(T)'*Q*inv(T))
SEE ALSO
   equil1, balanc, ctr_gram