Re: matrix functions

[CdeMills]

Bård Skaflestad wrote:
> 
> 
>> f(A) = V[f(D)]inv(V)
> 
> I was about to suggest you use the 'funm' function, but now I see that
> 'funm' is only available (by default) in That Other Software.  On the
> other hand, the 'linear-algebra' add-on package from OctaveForge does
> contain a 'funm' implementation.  I haven't used it (or any other such
> packages for that matter), but you may want to start from there.
> 
> Do note, however, that the eigenvalue expansion might not have the best
> cost/benefit ratio.  Other implementations I've seen are based on the
> Schur decomposition of the matrix rather than the eigenvalue
> decomposition.  Also, if you can bound the norm(A) you may want to look
> into Padé approximations.
> 
> 

Nice. I also discovered that the linear-algebra package contains a 'thfm'
function, which computes trigonometric funcs by using logm and expm, where
the latter can be applied to non-diagonalisable matrices.

Pascal
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