On Sat, 22 Dec 2018, Sven Schreiber wrote:
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).
OK, that's now in git: A^0.5 calls gretl_matrix_psd_root().
Allin