On Sat, Nov 22, 2008 at 9:51 AM, Marco Caliari <address@hidden> wrote:
Dear all,
sorry for the delay. I sent an email but probabily it went lost. In Octave
expm there are first some "reductions" (trace reduction and balancing) and
then Pade' approximation (8,8) with scaling and squaring.
On the other hand, Matlab does not make any reductions and uses Pade'
approximation (6,6) with scaling and squaring.
I have an m function implemeting exactly what Octave does with expm (like
expmdemo1.m for Matlab). I can send it out of the list.
Best regards,
Marco
Hi all,
I've just written an m-file version of expm based on Marco Caliari's
demo above, and compared
with the built-in expm using recent tip (note that balance was
modified to be Matlab compatible).
Attached.
A quick test on a 1000x1000 random matrix shows 5.5 seconds for the
built-in version, 3.8 seconds for the m-file version.
Anyone has objections against replacing?
I guess an m-file version is going to be much easier to play with.
regards
--
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz