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Re: the competition's expm vs ours
From: |
Jaroslav Hajek |
Subject: |
Re: the competition's expm vs ours |
Date: |
Tue, 9 Dec 2008 11:54:15 +0100 |
On Sat, Nov 22, 2008 at 9:51 AM, Marco Caliari <address@hidden> wrote:
> Dear all,
>
> sorry for the delay. I sent an email but probabily it went lost. In Octave
> expm there are first some "reductions" (trace reduction and balancing) and
> then Pade' approximation (8,8) with scaling and squaring.
> On the other hand, Matlab does not make any reductions and uses Pade'
> approximation (6,6) with scaling and squaring.
>
> I have an m function implemeting exactly what Octave does with expm (like
> expmdemo1.m for Matlab). I can send it out of the list.
>
> Best regards,
>
> Marco
Hi all,
I've just written an m-file version of expm based on Marco Caliari's
demo above, and compared
with the built-in expm using recent tip (note that balance was
modified to be Matlab compatible).
Attached.
A quick test on a 1000x1000 random matrix shows 5.5 seconds for the
built-in version, 3.8 seconds for the m-file version.
Anyone has objections against replacing?
I guess an m-file version is going to be much easier to play with.
regards
--
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz
expm.m
Description: Text Data
- Re: the competition's expm vs ours,
Jaroslav Hajek <=
- Re: the competition's expm vs ours, Marco Caliari, 2008/12/09
- Re: the competition's expm vs ours, John W. Eaton, 2008/12/09
- Re: the competition's expm vs ours, Jaroslav Hajek, 2008/12/09
- Re: the competition's expm vs ours, John W. Eaton, 2008/12/09
- Re: the competition's expm vs ours, Jaroslav Hajek, 2008/12/09
- Re: the competition's expm vs ours, Thomas Weber, 2008/12/09
- Re: the competition's expm vs ours, Jaroslav Hajek, 2008/12/10
- Re: the competition's expm vs ours, Thomas Weber, 2008/12/10
- Re: the competition's expm vs ours, Jaroslav Hajek, 2008/12/10