[Numpy-discussion] expm

Kevin Jacobs <jacobs@bioinformed.com> bioinformed@gmail....
Fri Jul 20 14:12:28 CDT 2007


On 7/20/07, Nils Wagner <nwagner@iam.uni-stuttgart.de> wrote:
>
> Your sqrtm_eig(x) function won't work if x is defective.
> See test_defective.py for details.
>


I've added several defective matrices to my test cases and the SVD method
doesn't work well as I'd thought (which is obvious in retrospect).  I'm
going to circle back and see what I can do to speed up Nick Higham's
algorithm to the point where it is useful for me.  Otherwise, my need is for
a fast sqrtm for symmetric positive definite inputs, so I may still end up
using the SVD approach and contributing a complementary sqrtm_nondefective
back to scipy.

-Kevin
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