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A Sample Simultaneous Schur Decomposition Problem

In this case we use the sample problem given to us by Schilders.

>> !cp examples/simschur/*.m .
>> [A,B] = noisy;
>> parameters(A,B);
>> Y0 = guess;   
>> [fn,Yn] = sg_min(Y0,'prcg','euclidean');  
iter    grad            F(Y)              flops
0       2.205361e-01    1.687421e-02        56493
1       1.087502e-01    8.329681e-03      1537489
2       5.834580e-02    5.947527e-03      3045842
3       3.954742e-02    5.322286e-03      4243901
4       1.920065e-02    5.016544e-03      5700349
5       9.449972e-03    4.938962e-03      7062826
6       4.304992e-03    4.920311e-03      8509245
7       2.649005e-03    4.916373e-03      9982763
8       1.839592e-03    4.914510e-03     11492687
9       1.162756e-03    4.913601e-03     12952876
10      5.450777e-04    4.913326e-03     14401149
11      2.461091e-04    4.913273e-03     15848402
12      1.463300e-04    4.913261e-03     17354270
13      7.851036e-05    4.913257e-03     18762063
14      5.400429e-05    4.913256e-03     20205661
15      2.786051e-05    4.913255e-03     21689844
16      1.570592e-05    4.913255e-03     23166944
17      8.390343e-06    4.913255e-03     24528843
18      4.060847e-06    4.913255e-03     25901423
19      2.047984e-06    4.913255e-03     27271928
20      1.161407e-06    4.913255e-03     28481228
21      7.367792e-07    4.913255e-03     29776935
22      4.640484e-07    4.913255e-03     31533888
23      2.206626e-07    4.913255e-03     33245809
24      1.467168e-07    4.913255e-03     35084169
25      7.946751e-08    4.913255e-03     36975859
26      4.631213e-08    4.913255e-03     38934071
27      2.119895e-08    4.913255e-03     40761932

Figure 9.5 shows the convergence curve for this run.

Figure 9.5: Simultaneous Schur problem
\begin{figure}\begin{center}
\leavevmode
\epsfxsize =3.0 in
\epsfysize =2.0 in
\epsfbox{notes5.eps}\end{center}\vspace*{-12pt}%% help
\end{figure}



Susan Blackford 2000-11-20