An algorithm for the matrix Lambert W function for Matlablambertwmatrix.m - a MATLAB script for computing any unmixed determination of the matrix Lambert W function using the algorithm of [1]. View/Download. function [W info]=lambertwmatrix(k,A) % W=LAMBERTWMATRIX(k,A) computes the determination k of the Lambert W function of A % k: branch of the Lambert W function % A: matrix whose Lambert W is required % % The algorithm is based on the Newton iteration with a heuristic stategy for % the initial value based depending on the branch. % The initial value is obtained truncating some series expansion of the % Lambert W function around the branch points and infinity. % % Reference: % M. Fasi, N. J. Higham and B. Iannazzo, An algorithm for the matrix % Lambert W function, MIMS Eprint 2014.58, November 2014 Reference[1] M. Fasi, N. J. Higham and B. Iannazzo, An algorithm for the matrix Lambert W function, MIMS Eprint 2014.58, November 2014. |