[Scipy-tickets] [SciPy] #1897: expmFrechet would be nice

SciPy Trac scipy-tickets@scipy....
Mon Apr 22 02:38:07 CDT 2013


#1897: expmFrechet would be nice
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 Reporter:  unknown (google)              |       Owner:  pv         
     Type:  enhancement                   |      Status:  new        
 Priority:  low                           |   Milestone:  Unscheduled
Component:  scipy.linalg                  |     Version:  0.12.0     
 Keywords:  linalg matfuncs expm frechet  |  
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Comment(by unknown (google)):

 I went ahead and typed this (attached), for eventual inclusion in scipy if
 possible.  The implementation was from the detailed algorithm 6.4 in

 COMPUTING THE FRECHET
 DERIVATIVE OF THE MATRIX
 EXPONENTIAL, WITH AN APPLICATION TO CONDITION
 NUMBER ESTIMATION
 AWAD H. AL-MOHY AND NICHOLAS J. HIGHAM

 and I also copied code from the low-order pade approximations in the
 existing scipy expm to save time to avoid transcribing code from an
 earlier Higham publication.  I did not use any other source code in the
 implementation.  The function name and function signature was inspired by
 the R docs but I didn't read the R code (which is gpl according to the
 docs and therefore cannot be used for scipy with that license).  I did not
 look at Higham's Matlab implementation of this algorithm.

 The attached module has some testing for accuracy and speed.  But I assume
 that its formatting, imports, tests, docstrings, exceptions, dtypes, etc.
 would need some expert attention before it would go into scipy.

-- 
Ticket URL: <http://projects.scipy.org/scipy/ticket/1897#comment:1>
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