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Matrix logarithm

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Matrix logarithm

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20 Oct 2011 (Updated )

Two functions for computing the matrix logarithm by the inverse scaling and squaring method.

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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

MATLAB release MATLAB 7.13 (R2011b)
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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Comments and Ratings (2)
04 Jun 2013 Daniel  
05 Mar 2013 Daniel  
Updates
24 Oct 2011

Added link to http://www.mathworks.com/matlabcentral/fileexchange/20820-the-matrix-function-toolbox, which I had forgotten about.

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