Matrix logarithm
by Nick Higham
20 Oct 2011
(Updated 24 Oct 2011)
Two functions for computing the matrix logarithm by the inverse scaling and squaring method.
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| File Information |
| Description |
This submission contains two functions for computing the matrix
logarithm by the inverse scaling and squaring method. LOGM_NEW uses a
Schur decomposition, while LOGM_ISS_FULL is transformation-free and
works entirely with the original matrix. Both incorporate several
improvements over previous algorithms.
Function TEST.M runs a simple test of the codes.
Details on the underlying algorithms can be found in
A. H. Al-Mohy and N. J. Higham. Improved Inverse Scaling and Squaring
Algorithms for the Matrix Logarithm. MIMS EPrint 2011.83, The University
of Manchester, October 2011. http://eprints.ma.man.ac.uk/1687
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| MATLAB release |
MATLAB 7.13 (2011b)
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| Other requirements |
The Matrix Function Toolbox
http://www.mathworks.com/matlabcentral/fileexchange/20820-the-matrix-function-toolbox
http://www.maths.manchester.ac.uk/~higham/mftoolbox/ |
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