Re: matrix functions

[Bård Skaflestad]

On Tue, 2010-12-21 at 16:14 +0100, Bård Skaflestad wrote:
> On Tue, 2010-12-21 at 15:02 +0100, Jordi Gutiérrez Hermoso wrote:
> > On 21 December 2010 04:05, Bård Skaflestad <address@hidden> wrote:
> > 
> > > 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.
> > 
> > Huh, that's awkward, because the docstring for expm mentions funm,
> > which isn't included in core. I see the funm implementation is quite
> > naïve and relies on the matrix being diagonalisable.
> 
> Naïve indeed.  The implementation uses exactly the algorithm alluded to
> by the OP and, as you say, implements even this algorithm poorly.  I
> almost feel like withdrawing my original reference to this particular
> function...

Oh, lest I forget:  This has been extensively discussed in the mailing
list before.  See, e.g., the thread entitled "logm robustness" from
April of this year (and a few similarly entitled follow-on threads).


Regards,
-- 
Bård Skaflestad <address@hidden>
SINTEF ICT, Applied Mathematics