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About improving sqrtm


From: Marco Caliari
Subject: About improving sqrtm
Date: Wed, 17 Feb 2016 09:52:22 +0100 (CET)
User-agent: Alpine 2.10 (DEB 1266 2009-07-14)

Dear all,

Mudit Sharma started to work on matrix functions last October, under my mild supervision. For expm and logm he used the free code available here

http://eprints.ma.man.ac.uk/1442/

and here

http://eprints.ma.man.ac.uk/1851/

Then he moved to sqrtm. On January 12th I wrote him

Dear Mudit,

you can go with sqrtm. If I remember it correctly, sqrtm in Octave (whose code is in libinterp/corefcn/sqrtm.cc) should already be aligned with the state of the art

www.maths.manchester.ac.uk/~higham/narep/narep336.ps.gz

On the other hand, Matlab's sqrtm allows three output arguments, while Octave's sqrtm only two. This should be fixed. So, the plan for sqrtm could be:

1) check that narep336 is still the state of the art (I mean, no more recent Higham's paper on sqrtm)

2) fix the output to align with Matlab

He asked Carnë for some "advice in setting up the environment for C coding for Octave in Windows". Then he proposed (January 17th)

Here's a brief summary I would do:
1) Set up Octave's C code environment in Visual Studio.
2) Align sqrtm.cc in C with 3 outputs just like Matlab.

In the meantime, we moved to funm, which requires only m-files.

So, I believe Mudit did not try to use Matlab's m-file. He was not aware of sqrtm2.m Carnë got by Higham. He was really waiting for some help in modifying sqrtm.cc. I apologize with the maintainers for not being clear enough with Mudit that he should not even open Matlab copyrighted m-files.

Best regards,

Marco

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