Forum: Bug found and squished in octave-original code
Posted by: Martin Maechler
Content: Thanks to the R version of the "s.P.s" (scaling + Pade + squaring) algorithm,from reading Ward (1977) and understanding his two extra pre-conditioning steps, then re-doing them in R {via expm(., method="R_Ward77")}, in testing making heavy use of the R interface to LAPACK's DGEBAL, I've finally been able to replace the buggy back-permutation by correct code, in a 2nd step doing the row- and column- back-permutation via BLAS 'DSWAP()'. Now the plan is to make more extensive accuracy and speed comparisons. Additionally I also want to implement a slightly different way of step 2, using DGEBAL("B", ..) instead of first "P" and then "S" |
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