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Matrix logarithm

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

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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

Comments and Ratings (2)

Daniel

Daniel (view profile)

Daniel

Daniel (view profile)

Updates

1.1

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

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MATLAB 7.13 (R2011b)

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