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Create local repository for matrix toolboxes. Step #0 done.
author Antonio Pino Robles <data.script93@gmail.com>
date Wed, 06 May 2015 14:56:53 +0200
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8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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1 function F = funm_simple(A,fun)
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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2 %FUNM_SIMPLE Simplified Schur-Parlett method for function of a matrix.
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3 % F = FUNM_SIMPLE(A,FUN) evaluates the function FUN at the
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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4 % square matrix A by the Schur-Parlett method using the scalar
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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5 % Parlett recurrence (and hence without blocking or reordering).
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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6 % This function is intended for matrices with distinct eigenvalues
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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7 % only and can be numerically unstable.
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8 % FUNM should in general be used in preference.
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8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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10 n = length(A);
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12 [Q,T] = schur(A,'complex'); % Complex Schur form.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
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13 F = diag(feval(fun,diag(T))); % Diagonal of F.
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15 % Compute off-diagonal of F by scalar Parlett recurrence.
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16 for j=2:n
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17 for i = j-1:-1:1
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18 s = T(i,j)*(F(i,i)-F(j,j));
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19 if j-i >= 2
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20 k = i+1:j-1;
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21 s = s + F(i,k)*T(k,j) - T(i,k)*F(k,j);
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22 end
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23 d = T(i,i) - T(j,j);
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24 if d ~= 0
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25 F(i,j) = s/d;
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26 end
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27 end
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28 end
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30 F = Q*F*Q';