qz

[Stefan van der Walt]

I am trying to solve the generalised eigenvalue problem using qz, but
the following behaviour looks suspicious:

octave:5> a = rand(3,3); b = rand(3,3); [AA, BB, Q, Z, V, W] =
qz(a,b); Q*a*Z - AA, Q*b*Z - BB
ans =

  -0.506316   0.133307   1.509299
  -0.425943  -0.168888  -1.856508
   0.203352  -0.028521  -0.327870

ans =

  -0.377653  -0.108805   1.424638
   0.274852  -0.178300  -0.189498
   0.098925   0.051424  -0.448613

If I understand correctly, the answers should be much closer to
zero(3,3)?

Regards
Stefan



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