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Cleve Moler

MathWorks

Last seen: 3日 前 |  2012 年からアクティブ

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The world's first MATLAB programmer.

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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...

3年弱 前 | 3

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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...

9年弱 前 | 2

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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...

9年弱 前 | 2

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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...

9年弱 前 | 2

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