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Cleve Moler

MathWorks

Last seen: 2 Tage vor |  Aktiv seit 2012

Followers: 2   Following: 0

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The world's first MATLAB programmer.

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Beantwortet
Redirecting arithmetic functions from LAPACK/BLAS?
It might help to use the transposes of your arrays or interchange the order ot your loops. MATLAB stores 2-d arrays by coluumns...

fast 3 Jahre vor | 3

Beantwortet
Accuracy of eig in support of complex step differentation: Derivative estimate accuracy degrades when step gets too small
I had forgotten about Nick Higham's comment after my blog post referencing his paper, "The complex step approximation to the Fr...

fast 9 Jahre vor | 2

Beantwortet
Accuracy of eig in support of complex step differentation: Derivative estimate accuracy degrades when step gets too small
But you should not have to resort to complex step differentiation because an analytic expression for the derivative of an eigenv...

fast 9 Jahre vor | 2

Beantwortet
Accuracy of eig in support of complex step differentation: Derivative estimate accuracy degrades when step gets too small
I have to admit that I am unsure about what is going on here. Complex step differentiation relies upon the unperturbed function...

fast 9 Jahre vor | 2

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