Software
I try to make my compute code and data publicly available to support the reproducibility and transparency of my research. Here is a list of software I have contributed to.
- mhodlr
MATLAB simulation for matrix computations with Hierarchical Off-Diagonal Low-Rank (HODLR) format and mixed precision. Source code (GitHub). - mpkmeans
MATLAB simulation for mixed-precision k-means clustering algorithm. Source code (GitHub). - matrices-expm
Collection of MATLAB functions that generate test matrices from the literature for computing the matrix exponential. Source code (GitHub). - mp-ps
MATLAB implementation of mixed-precision Paterson--Stockmeyer method for evaluating polynomials of matrices. Source code (GitHub). - matrices-mp-cosm
Collection of MATLAB functions that generate test matrices from the literature for computing the matrix cosine in multiprecision. Source code (GitHub). - sqrtm-lrpsi
MATLAB implementation of algorithms for computing the square root of low-rank-perturbed scaled identity matrix. Source code (GitHub). - mp-cosm
MATLAB implementation of arbitrary precision algorithms for computing the matrix cosine and its Fréchet derivative. Source code (GitHub). - mp-spalg
MATLAB implementation of a multiprecision Schur--Parlett algorithm for computing functions of a square matrix without using derivatives of the underlying function. Source code (GitHub).