Re: [Gretl-devel] psdroot vs. M^0.5
Am 22.12.2018 um 20:08 schrieb Allin Cottrell:
On Sat, 22 Dec 2018, Sven Schreiber wrote:
> I'm wondering what's then the role of the psdroot()
function now. Is
> it covering semi-definite matrices (the "s" in psd) for which the new
> syntax would fail?
Good question. Actually the new code also works for psd matrices
(this
was part of a late-breaking change from Jack). But it turns out that the
specialized code for psdroot is slightly more accurate for the pow = 0.5
case.
Interesting, thanks. In that case it would seem that internally an
expression like A^0.5 should be remapped to psdroot(A) or the respective
underlying C code?
Also, I just ran a small speed comparison and it seems that psdroot() is
over 30 times faster than A^0.5 (on a pd matrix, no semi).
thanks,
sven