﻿功能: 矩阵的舒分解

格式:
[T, U] = Schur(A)
A : n * n方阵矩阵变量

T : n * n(拟)上三角矩阵
U : n * n酉矩阵

说明:
1、本函数主要对矩阵A进行Schur分解,分解格式如下
$$
A=UTU^T
$$

2、T矩阵为Schur块上三角矩阵。如果A的特征值均为实数，则T为严格上三角矩阵。

例子:

a =
[ 6.12386042537347    3.58952643516917    9.74671814578898    8.97844875649477
  6.89606149070713    0.63547020807651    4.72830024768054    9.96079478411041
  4.35302243770707    8.12841758510490    3.66657976231844    3.45475980241539
  7.49208303051632    2.22446327666960    6.11200498235971    5.04482617836670 ]
[t,u] = Schur(a)
t =
[ 22.8058990416525    4.53326538279625   -1.27041853140023   -4.15454410382366
  0.00000000000000   -3.51979787789388    0.91196221570448    3.10360493136458
  0.00000000000000    0.00000000000000   -1.57406658354382   -5.71096973880653
  0.00000000000000    0.00000000000000    2.70438836079895   -2.24129800607966 ]
u =
[ 0.60412916572294   -0.68081004891420   -0.24365969578177   -0.33489637363201
  0.48725295765766   -0.08866330367597    0.38637644160357    0.77809807814238
  0.42793419554799    0.55927156061038   -0.69579684205385    0.14126004516846
  0.46312507021046    0.46459855506784    0.55426523669915   -0.51230205870975 ]