Scilab Function

pbig - eigen-projection

### Calling Sequence

  `[Q,M]=pbig(A,thres,flag)`

### Parameters

- `A` : real square matrix
- `thres` : real number
- `flag` : character string (`'c'` or `'d'`)
- `Q,M` : real matrices

### Description

Projection on eigen-subspace associated with eigenvalues with real part >= `thres` (`flag='c'`) or with magnitude >= `thres` (`flag='d'`).

The projection is defined by `Q*M`, `Q` is full column rank, `M` is full row rank and `M*Q=eye`.

If `flag='c'`, the eigenvalues of `M*A*Q` = eigenvalues of `A` with real part >= `thres`.

If `flag='d'`, the eigenvalues of `M*A*Q` = eigenvalues of `A` with magnitude >= `thres`.

If `flag='c'` and if `[Q1,M1]` = full rank factorization (`fullrf`) of `eye()-Q*M` then eigenvalues of `M1*A*Q1` = eigenvalues of `A` with real part < `thres`.

If `flag='d'` and if `[Q1,M1]` = full rank factorization (`fullrf`) of `eye()-Q*M` then eigenvalues of `M1*A*Q1` = eigenvalues of `A` with magnitude < `thres`.

### Examples

    A=diag([1,2,3]);X=rand(A);A=inv(X)*A*X;
    [Q,M]=pbig(A,1.5,'d');
    spec(M*A*Q)
    [Q1,M1]=fullrf(eye()-Q*M);
    spec(M1*A*Q1)

### See Also

`psmall` `projspec` `fullrf` `schur`

### Author

F. D. (1988); ;

### Used Function

pbig is based on the ordered schur form (scilab function schur).