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Re: Re:Query for project on improving matrix functions
From: |
Jordi Gutiérrez Hermoso |
Subject: |
Re: Re:Query for project on improving matrix functions |
Date: |
Mon, 16 Mar 2015 10:29:34 -0400 |
On Mon, 2015-03-16 at 17:52 +0530, Mudit Sharma wrote:
> Does this project involve improving these functions by creating some
> generic functions accepting the logm,sqrtm and funm AND a square
> matrix as inputs..then performing its function of factorization.?
> Also apply the new function to the eigenvalues of the matrix.
No, the project is much more than an eigenvalue factorisation of a
matrix and applying the function to the diagonal of this
factorisation.
What you describe is trivial. It is merely this:
[V, D] = eig (A);
D = f (D);
out = V*D/V;
Indeed, this is almost the actual implementation we have right now:
http://sourceforge.net/p/octave/linear-algebra/ci/default/tree/inst/funm.m#l84
Instead, the project is about reading a number of papers by Nicholas
Higham et al in order to understand the algorithms he and his team
developed for analytic functions of a matrix.
- Jordi G. H.