[Fwd: Re: Matrix Log]
- Subject: [Fwd: Re: Matrix Log]
- From: Ron Boisvert <email@example.com>
- Date: Mon, 12 Dec 2005 10:15:23 -0500
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Sender: Niko Brummer <firstname.lastname@example.org>
Subject: Re: Matrix Log
If your matrix is symmtric and positive definite (all eigenvalues >0)
then a matrix log is easy.
1. Diagonalize the matrix by doing an eigen-analysis to get
eigenvectors and values. (Jama can do this):
Given an input matrix M, you will have:
M = V * D * V'
where V is a matrix of eigenvectors and D is the diagonal eigenvalue matrix.
2. Take the log of all the eigenvalues. I.E. let L be the same as D,
where you have replaced the elements on the diagonal by their logs.
3. Re-assemble the matrix by multiplication.
logm(M) = V * L * V'
On 06/12/05, Cleve Moler <Cleve.Moler@mathworks.com> wrote:
> We have matrix log in MATLAB, but I doubt you will find it in Java.
> -- Cleve Moler
> -----Original Message-----
> From: email@example.com [mailto:firstname.lastname@example.org] On Behalf Of email@example.com
> Sent: Tuesday, December 06, 2005 7:54 AM
> To: Multiple recipients of list
> Subject: Matrix Log
> I'm looking for a matrix log function that I can call from java. I
> not find it in JAMA, does anyone know if it exists in a JAMA or a
> java matrix package? I welcome any suggestions or advice
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