Cleve Moler
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Content Feed
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 months ago | 2
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...
6 years ago | 2
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...
6 years ago | 2
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...
6 years ago | 2
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