How to enhance the performance of Matalb's function sqrtm?

Question

Muh Alam 2021-11-22

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回答： Christine Tobler 2021-11-23

I have code that involves computing the matrix square root using the

sqrtm

function and when anlyzing the code performance it turns out that this function takes about 35% of the total time of the code?

Is there anyway I can make it runs more effeciently?

Thanks and my appologies if this question appears repeated!

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Answer 1

Christine Tobler 2021-11-23

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Not in general. You might be able to find a cheaper but less accurate way to compute this, but if that's acceptable would depend on what kinds of inputs you have, and what you then do with the outputs.

If the input to sqrtm is always a symmetric positive definite matrix, you might look into whether the Cholesky factor could work instead of the matrix square root, this would be cheaper to compute.