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Cleve Moler

MathWorks

Last seen: 3 days ago Active since 2012

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The world's first MATLAB programmer.

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Answered
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 years ago | 3

Answered
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 years ago | 2

Answered
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 years ago | 2

Answered
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 years ago | 2

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