Software

I share my code and data to support open and reproducible research. Below is software I’ve contributed to.

Non-simulative implementation
  • phi_funm
    An algorithm for computing matrix \(\varphi\)-functions arising in exponential integrators.
  • matrices-expm
    A collection of MATLAB test matrices for computing the matrix exponential.
  • matrices-mp-cosm
    A collection of MATLAB test matrices for computing the matrix cosine.
  • sqrtm-lrpsi
    Algorithms for computing the square root of low-rank-perturbed scaled identity matrix.
Simulation of multi-/mixed-precision algorithms
  • mixed-precision-sylvester
    Solving the Sylvester matrix equation in mixed precisions via new iterative refinement schemes.
  • mhodlr
    Matrix computations with Hierarchical Off-Diagonal Low-Rank (HODLR) format and mixed precision.
  • mpkmeans
    Mixed-precision \(k\)-means clustering algorithms.
  • mp-ps
    A mixed-precision Paterson--Stockmeyer algorithm for evaluating polynomials of matrices.
  • mp-cosm
    Arbitrary precision algorithms for computing the matrix cosine and its Fréchet derivative.
  • mp-spalg
    A multiprecision Schur--Parlett algorithm for computing matrix functions without using the derivatives.