function [U]=conjorth(W,A) %[U]=conjorth(W,A) % %INPUT % W: A linear independet set of column vectors % A: A full rank matrix % %OUTPUT %U: A set of mutually A-conjuate vectors that span the same space as W. % If A if the identity matrix, so that A=eye(size(W)), U is a set of % orthogonal vectors and the method is identical to the Gram-Schmidt % orthogonalization. % %DESCRIPTION OF A-CONJUGACY %Two vectors u and v are A-conjugate if u'*(A*v) = 0. In a more general %sense, two elements of a vector space are A-conjugate if