This function obtains a unitary matrix Q such that: d=diag(Q *diag(lmd)*Q).
In OTHER words, it gives a way to generate a matrix with given eigenvalues and diagonal elements.
By Daniel Perez Palomar (last revision: May 10, 2004).
Feel free to distribute this file as it is (without including any modifications).
The algorithms are coded in a way that makes it trivial to apply them to OTHER problems. Several generic routines for resampling are provided. The derivation and details are presented in: Rudolph van der Merwe, Arnaud Doucet, Nando de Freitas and Eric Wan. The Unscented Particle Filter. Technical report CUED/F-INFENG/TR 380, Cambridge University Department of Engineering, May 2000. After downloading the file, type "tar -xf upf_demos.tar" to uncompress it. This creates the directory webalgorithm containing the required m files. Go to this directory, load matlab5 and type "demo_MC" for the demo.
If your application uses MFC in a shared DLL, and your application is
in a language OTHER than the operating system s current language, you
will need to copy the corresponding localized resources MFC42XXX.DLL
from the Microsoft Visual C++ CD-ROM onto the system or system32 directory,
and rename it to be MFCLOC.DLL. ("XXX" stands for the language abbreviation.
For example, MFC42DEU.DLL contains resources translated to German.) If you
don t do this, some of the UI elements of your application will remain in the
language of the operating system.
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