Higham, Nicholas J. and Deadman, Edvin (2014) A Catalogue of Software for Matrix Functions. Version 1.0. [MIMS Preprint]
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Abstract
A catalogue of software for computing matrix functions and their Fr\'echet derivatives is presented. For a wide variety of languages and for software ranging from commercial products to open source packages we describe what matrix function codes are available and which algorithms they implement.
| Item Type: | MIMS Preprint |
|---|---|
| Uncontrolled Keywords: | matrix function, matrix logarithm, matrix root, matrix power, matrix exponential, Frechet derivative, f(A)b problem |
| Subjects: | MSC 2010, the AMS's Mathematics Subject Classification > 15 Linear and multilinear algebra; matrix theory MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis |
| Depositing User: | Nick Higham |
| Date Deposited: | 12 Feb 2014 |
| Last Modified: | 20 Oct 2017 14:13 |
| URI: | https://eprints.maths.manchester.ac.uk/id/eprint/2102 |
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