Matrix logarithm
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
Citation pour cette source
Nick Higham (2024). Matrix logarithm (https://www.mathworks.com/matlabcentral/fileexchange/33393-matrix-logarithm), MATLAB Central File Exchange. Récupéré le .
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Version | Publié le | Notes de version | |
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1.1.0.0 | Added link to http://www.mathworks.com/matlabcentral/fileexchange/20820-the-matrix-function-toolbox, which I had forgotten about. |
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1.0.0.0 |