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Re: matrix functions
From: |
CdeMills |
Subject: |
Re: matrix functions |
Date: |
Tue, 21 Dec 2010 05:54:26 -0800 (PST) |
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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- matrix functions, CdeMills, 2010/12/21
- Re: matrix functions, Bård Skaflestad, 2010/12/21
- Re: matrix functions,
CdeMills <=
- Re: matrix functions, Jordi Gutiérrez Hermoso, 2010/12/21
- Re: matrix functions, Bård Skaflestad, 2010/12/21
- Re: matrix functions, Bård Skaflestad, 2010/12/21
- Re: matrix functions, Philip Nienhuis, 2010/12/21
- Re: matrix functions, Jordi Gutiérrez Hermoso, 2010/12/22
- Re: matrix functions, Philip Nienhuis, 2010/12/22
- Re: matrix functions, Miroslaw Kwasniak, 2010/12/28
- Re: matrix functions, Jordi Gutiérrez Hermoso, 2010/12/28