Mercurial > matrix-functions

annotate mftoolbox/logm_frechet_pade.m @ 8:a587712dcf5f draft default tip

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
funm_atom.m: rename fun_atom to funm_atom * funm_atom.m: rename fun_atom to funm_atom.
author Antonio Pino Robles <data.script93@gmail.com>
date Fri, 29 May 2015 09:48:36 +0200
parents 8f23314345f4
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
0
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
1 function L = logm_frechet_pade(A,E)
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
2 %LOGM_FRECHET_PADE Frechet derivative of matrix logarithm via Pade approx.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
3 % L = LOGM_FRECHET_PADE(A,E) evaluates the Frechet
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
4 % derivative of the matrix logarithm at A in the direction E via the
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
5 % inverse scaling and squaring and a Pade approximant of the function
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
6 % tanh(x)/x. A must have no eigenvalues on the negative real axis.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
7
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
8 real_data = isreal(A) && isreal(E);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
9 % Form complex Schur form if A not already upper triangular.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
10 use_Schur = false;
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
11 if ~isequal(A,triu(A))
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
12 use_Schur = true;
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
13 [Q,T] = schur(A,'complex'); A = T; E = Q'*E*Q;
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
14 end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
15
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
16 I = eye(size(A));
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
17 B = A;
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
18 for i = 0:inf
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
19 if norm(B-I,1) <= 1-1/exp(1), s = i; break, end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
20 B = sqrtm(B);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
21 Aroot{i+1} = B;
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
22 end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
23
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
24 % Positive zeros of p8 and q8 in r8 = p8/q8 Pade approximant.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
25 load tau_r8_zeros
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
26 % Zeros come in \pm pairs.
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
27 a = complex(0, [pzero; -pzero]);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
28 b = complex(0, [qzero; -qzero]);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
29
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
30 E = 2^s*E;
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
31 for i = 1:s
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
32 E = sylvsol(Aroot{i},Aroot{i},E);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
33 end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
34
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
35 G = sylvsol(B,B,E);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
36
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
37 X = logm(B);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
38
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
39 for i=8:-1:1
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
40 rhs = (I + X/b(i)) * G + G * (I - X/b(i));
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
41 AA = I + X/a(i); BB = I - X/a(i);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
42 G = sylvsol(AA, BB, rhs);
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
43 end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
44
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
45 L = 2*G;
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
46 if use_Schur, L = Q*L*Q'; end
8f23314345f4 Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
diff changeset
47 if real_data, L = real(L); end