Antonio Pino

Joined 25 March 2015
30 bytes removed ,  9 April 2015
(add more bibliography)
Line 77: Line 77:
== Y: Your task ==
== Y: Your task ==


The project I intend to do is [http://wiki.octave.org/Summer_of_Code_Project_Ideas#Improve_logm.2C_sqrtm.2C_funm Improve logm, sqrtm, funm]; its aim is to improve the existing implementations of [https://en.wikipedia.org/wiki/Matrix_function Matrix Functions] in Octave based on the algorithms developed by [http://www.maths.manchester.ac.uk/~higham/NAMF/#People a team lead by Prof. Higham] (project entitled Numerical Analysis of Matrix Functions, NAMF) at the University of Manchester. At this point in time, in Octave there are the following: [http://hg.savannah.gnu.org/hgweb/octave/file/9a8be23d2c05/scripts/linear-algebra/expm.m expm] makes use of Padé approximant, [http://hg.savannah.gnu.org/hgweb/octave/file/9a8be23d2c05/scripts/linear-algebra/logm.m logm] uses a Schur-Parlett algorithm, and [http://hg.savannah.gnu.org/hgweb/octave/file/9a8be23d2c05/libinterp/corefcn/sqrtm.cc sqrtm] using a variant of the algorithm in A New sqrtm for MATLAB.{{ref label|1|1}}. On the other hand, in Octave-Forge there are [http://sourceforge.net/p/octave/linear-algebra/ci/default/tree/inst/funm.m funm] and [http://sourceforge.net/p/octave/linear-algebra/ci/default/tree/inst/thfm.m trigonometric and hyperbolic matrix functions]. For a general survey-introduction to matrix functions (or matrix computation in general) refer to Golub & Van Loan[2].
The project I intend to do is [http://wiki.octave.org/Summer_of_Code_Project_Ideas#Improve_logm.2C_sqrtm.2C_funm Improve logm, sqrtm, funm]; its aim is to improve the existing implementations of [https://en.wikipedia.org/wiki/Matrix_function Matrix Functions] in Octave based on the algorithms developed by [http://www.maths.manchester.ac.uk/~higham/NAMF/#People a team lead by Prof. Higham] (project entitled Numerical Analysis of Matrix Functions, NAMF) at the University of Manchester. At this point in time, in Octave there are the following: [http://hg.savannah.gnu.org/hgweb/octave/file/9a8be23d2c05/scripts/linear-algebra/expm.m expm] makes use of Padé approximant, [http://hg.savannah.gnu.org/hgweb/octave/file/9a8be23d2c05/scripts/linear-algebra/logm.m logm] uses a Schur-Parlett algorithm, and [http://hg.savannah.gnu.org/hgweb/octave/file/9a8be23d2c05/libinterp/corefcn/sqrtm.cc sqrtm] using a variant of the algorithm in A New sqrtm for MATLAB[1]. On the other hand, in Octave-Forge there are [http://sourceforge.net/p/octave/linear-algebra/ci/default/tree/inst/funm.m funm] and [http://sourceforge.net/p/octave/linear-algebra/ci/default/tree/inst/thfm.m trigonometric and hyperbolic matrix functions]. For a general survey-introduction to matrix functions (or matrix computation in general) refer to Golub & Van Loan[2].


I believe this is of interest to Gnu Octave first, due to the goal of overall MATLAB compatibility and second, because more and more systems are being described by a matrix equation lately.
I believe this is of interest to Gnu Octave first, due to the goal of overall MATLAB compatibility and second, because more and more systems are being described by a matrix equation lately.
Line 119: Line 119:




:{{ref label|1|1}} N.J. Higham. A New sqrtm for MATLAB.  Numerical Analysis Report No. 336, Manchester Centre for Computational Mathematics, Manchester, England, January 1999.
[1] N.J. Higham. A New sqrtm for MATLAB.  Numerical Analysis Report No. 336, Manchester Centre for Computational Mathematics, Manchester, England, January 1999.


[2] G.H. Golub and C.F. Van Loan. Matrix Computations, 4th Edition. The Johns Hopkins University Press, Baltimore, USA, 2013.
[2] G.H. Golub and C.F. Van Loan. Matrix Computations, 4th Edition. The Johns Hopkins University Press, Baltimore, USA, 2013.
107

edits