Mercurial > hg > octave-shane
changeset 13098:8b7e6f359cee stable
logm.m: Return real matrix when all eigenvalues are real (Bug #32121).
* logm.m: Remove complex numbers of order eps() which may have entered
return value through numeric roundoff.
author | Rik <octave@nomad.inbox5.com> |
---|---|
date | Sun, 04 Sep 2011 16:46:16 -0700 |
parents | 70d32160c90b |
children | c7512d0d52e8 |
files | scripts/linear-algebra/logm.m |
diffstat | 1 files changed, 9 insertions(+), 1 deletions(-) [+] |
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--- a/scripts/linear-algebra/logm.m +++ b/scripts/linear-algebra/logm.m @@ -63,11 +63,14 @@ [u, s] = rsf2csf (u, s); endif - if (any (diag (s) < 0)) + eigv = diag (s); + if (any (eigv < 0)) warning ("Octave:logm:non-principal", "logm: principal matrix logarithm is not defined for matrices with negative eigenvalues; computing non-principal logarithm"); endif + real_eig = all (eigv >= 0); + k = 0; ## Algorithm 11.9 in "Function of matrices", by N. Higham theta = [0, 0, 1.61e-2, 5.38e-2, 1.13e-1, 1.86e-1, 2.6429608311114350e-1]; @@ -100,6 +103,11 @@ s = 2^k * u * s * u'; + ## Remove small complex values (O(eps)) which may have entered calculation + if (real_eig) + s = real (s); + endif + if (nargout == 2) iters = k; endif