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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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