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[Octave-bug-tracker] [bug #29768] logm fix


From: Rik
Subject: [Octave-bug-tracker] [bug #29768] logm fix
Date: Thu, 17 Jun 2010 22:13:44 +0000
User-agent: Mozilla/5.0 (X11; U; Linux x86_64; en-US; rv:1.9.1.9) Gecko/20100402 Ubuntu/9.10 (karmic) Firefox/3.5.9

Follow-up Comment #13, bug #29768 (project octave):

This feels like squeezing a balloon.  See the following timed runs for not
using/using the "complex" argument to schur.

Elapsed time is 1.629 seconds.
warning: Matrix has nonegative eigenvalues.  Principal matrix logarithm is
not defined.  Computing non-principal logarithm.
Elapsed time is 6.846 seconds.
Elapsed time is 5.34 seconds.
Elapsed time is 0.5854 seconds.

Elapsed time is 4.165 seconds.
Elapsed time is 2.662 seconds.
Elapsed time is 4.447 seconds.
Elapsed time is 0.7709 seconds.

In the first case, the schur decomposition is very fast but the sqrtm is
exceedingly slow.  For the second case, schur is very slow and sqrtm is 3x
faster.  Overall the "complex" argument helped but only reduced total running
time by 11% on an average of 10 random 500x500 matrices.  

I guess we wait for comment on accuracy vs. speed.  Another thought is to
implement a tolerance or have a way for the user to select the algorithm.


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