Mfasi

Joined 28 February 2014
234 bytes added ,  15 March 2014
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* The project I would like to work on is '''Improve logm, sqrtm, funm'''.
* The project I would like to work on is '''Improve logm, sqrtm, funm'''.


I would like to implement such functions, using known algorithms for matrix functions computation. In particular, I would like to start implementing the Schur-Parlett recurrence, that should be an easy task as syl () is already implemented, and then proceed implementing better - specific - algorithms for other functions. In particular, I think that the following list (ordered by relevance) should be respected:
I would like to write such functions, using known algorithms for matrix functions. In particular, I would like to start implementing the Schur-Parlett recurrence, that should not be a hard task as syl () is already there, and then proceed implementing better - specific - algorithms for other relevant matrix functions. In particular, I think that the following list (ordered by relevance) should be respected:
* funm
* funm
* logm
* logm [just a check, see below]
* signm
* signm
* sqrtm
* sqrtm
* rootm
* rootm
* sinm
* hyperbolic and trigonometric matrix functions
* cosm
Some other auxiliary functions should be required and implemented, possibly in C++ for performance's sake. It seems that something has already been done for the logm () function, see [http://octave.1599824.n4.nabble.com/GSoC2014-Looking-for-a-mentor-td4662648.html] and [http://octave.1599824.n4.nabble.com/logm-robustness-td2016796.html], while the implementation of funm () lacks of robustness as it uses a simple diagonalization scheme that should be avoided when dealing with general matrices. For the p-th root there is a [http://poisson.phc.unipi.it/~maxreen/bruno/pdf/B.%20Iannazzo%20and%20C.%20Manasse%20-%20A%20Schur%20logarithmic%20algorithm%20for%20fractional%20powers%20of%20matrices%20-%20SIMAX.pdf recent work] that seems promising but being rather involved could be tricky to implement in a robust way.  
Some other simpler functions should be required and implemented, possibly in C++ for performance's sake. For the matrix logarithm I do not know wether there is something better than the scaling and squaring method devised by Higham in ''Functions of Matrices: Theory and Computation'', while for the p-th root there is a [http://poisson.phc.unipi.it/~maxreen/bruno/pdf/B.%20Iannazzo%20and%20C.%20Manasse%20-%20A%20Schur%20logarithmic%20algorithm%20for%20fractional%20powers%20of%20matrices%20-%20SIMAX.pdf recent work] that has a lower asymptotical complexity (but seems rather involved, so I cannot say anything about the real performances).


==== Tentative timeline ====
==== Tentative timeline ====
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