RTREIG2 Compute the eigenvalue decomposition
This computes the full eigenvalue decomposition of A by optimizing the Brockett
cost function on the orthogonal group using the Riemannian Trust-Region
with truncated CG inner solver. This method does not use the exponential
map for the retraction.
x = rtreig(A) returns the eigenvectors x, sorted from smallest (corresponding
to eigenvalue) to largest.
[x,stats] = rtreig(A) returns x in addition to some statistics from the solver.
See RTR for info.
A should be a Hermitian matrix.
rtreig(A,params) allows the user to specify parameters that are passed
to the RTR solver.
params.x0 - an orthogonal matrix
params.Delta_bar - maximum trust-region radius
params.Delta0 - initial trust-region radius
See also rtr, rtreig, rtresgev, rtrflat
