# Version History

## June 6, 2017 – 4.3.6.12354

- Improved accuracy of matrix logarithm –
`LOGM`

. Now it has better handling of near-singular matrices and refined Pade approximation. Thanks to Massimiliano Fasi who reported the issues and provided test cases. - The
`SORT`

function in toolbox has been enabled with undocumented features of MATLAB’s built-in`SORT`

. Thanks to Daniele Prada from “Istituto di Matematica Applicata e Tecnologie Informatiche”, in Pavia, Italy.

## May 12, 2017 – 4.3.5.12344

- Speed-up of
`EIGS`

routine. The heaviest part (modified Gram-Schmidt) has been moved to C++. Performance improvement is 4-8 times depending on a problem. - Various bug fixes in
`EIGS`

,`ORSCHUR`

and in mixed-precision computations (especially with sparse matrices).

## March 28, 2017 – 4.3.3.12232

- Added
`mp.NumberOfThreads(N)`

function to control how many threads toolbox can use in computations enabled with multi-core parallelism. Be default, toolbox uses all available CPU cores, which might not be optimal for all cases. Now user can adjust this flexibly. Requested by Clay Thompson.>> A = rand(1000,'mp'); >> mp.NumberOfThreads(1); >> tic; exp(A); toc; Elapsed time is 1.297683 seconds. >> mp.NumberOfThreads(4); >> tic; exp(A); toc; Elapsed time is 0.425246 seconds.

- Added support for second input argument in
`ROUND`

function. Requested by Michael Klanner. - Added support for second output argument in
`LINSOLVE`

function. Requested by Zhaolong Hu. - Added optimization to
`BESSELK`

for half-integer orders. - Fixed “freeze” bug in
`BESSELJN`

for high-orders and real quadruple arguments, only Windows version was affected. Reported by Maxime Dana. - Improved integration with warning system in MATLAB. In some cases toolbox showed warnings ignoring the fact that they are disabled in MATLAB. This is ongoing work.

## January 25, 2017 – 4.3.3.12177

- Added
`ACCUMARRAY, CELL2MAT`

and`MP.CELLFUN`

routines. - Fixed bug related to empty arrays in
`BSXFUN`

, reported by Vladimír Šedenka. - Added special functions-overloads to retrieve machine epsilon, smallest/largest floating numbers for a given precision:
% Before >> mp.eps >> mp.eps(mp(1)) >> mp.realmin >> mp.realmax % Now / 4.3.3.12177 >> eps('mp') >> eps(mp(1)) >> realmin('mp') >> realmax('mp')

We have replaced

`MP.EPS, MP.REALMIN`

and`MP.REALMAX`

with functions without`'MP.'`

prefix. This is important change needed to write precision independent code.

## January 4, 2017 – 4.3.2.12144

- Added
`EIGS`

routine for computing subset of eigenvalues and eigenvectors. All features are supported: standard and generalized eigenproblems, matrix and function handle inputs and various parts of the spectrum –`'SM', 'LM', 'SA', 'LA', 'SI', 'LI', 'SR'`

and`'LR'`

. - Added
`FFTN/IFFTN`

– routines for multi-dimensional Fourier transformation. - All Fourier-related routines have been updated with specific optimizations for quadruple precision. Expected speed-up is
`2-4`

times. - Fixed several bugs related to empty arrays in assignment and relational operators, reported by Clay Thompson.

## December 6, 2016 – 4.3.0.12070

- Load balancing in multi-threading pool has been improved (especially on Windows).
`ODE15S`

has been updated to include support for`JPattern`

option, requested by Nicola Courtier.- Fixed crash in case when inputs to
`ORDSCHUR`

and`ORDQZ`

have different complexity.

## November 8, 2016 – 4.3.0.12050

- All elementary and special mathematical functions (
`exp, sqrt, sin, cos, gamma, bessel,`

etc. ) have been updated with parallel execution on multi-core CPUs. Speed-up is proportional to number of CPU cores.

For example, timing reduction for Bessel Y_{0}on Core i7 990x (6 hardware cores):% Before >> A = rand(2000,'mp'); >> tic; bessely(0,A); toc; Elapsed time is 4.278553 seconds. % Now / 4.3.0 >> A = rand(2000,'mp'); >> tic; bessely(0,A); toc; Elapsed time is 0.678716 seconds.

- Bug fixes: memory leak in complex arithmetic when used in multi-threading environments. Quadruple precision mode wasn’t affected by the bug.

## November 2, 2016 – 4.2.3.12019

- The right matrix division (
`MRDIVIDE`

) has been updated to match the speed of the left matrix division (`MLDIVIDE`

). Reported by Massimiliano Fasi.

## October 26, 2016 – 4.2.3.12016

- The eigensolver
`EIG(A[,B])`

has been updated and optimized further. One of the important changes is that now we have special ultra-fast solver for (k,p)-diagonal matrices in case of generalized eigenproblem.**In some cases our quadruple precision solver is faster than built-in double precision solver in MATLAB!**Please see the bottom of the article for example – Architecture of eigenproblem solver. - Least square linear solver has been speeded up by at least
`2`

times (`2000x1500`

). Actual speed-up grows with matrix size and number of CPU cores. Please note that now we use Rank-Revealing QR (`RRQR`

) instead of`SVD`

. - Bug fixes: memory leaks in generalized eigensolver (complex inputs), SVD for scalar inputs (reported by Denis Tkachenko) and MIN/MAX now ignore NaN values for sure (reported by Gerard Ketefian).

## October 5, 2016 – 4.2.2.11893

- The linear system solver
`MLDIVIDE`

has been updated and optimized further. Now every decomposition in the solver (LU, LDL^{T}and Cholesky) run faster by`10-25%`

. The final results and algorithm are outlined in our recent article Architecture of linear systems solver. - Computation of eigenvalues of generalized symmetric eigenproblem has been speeded up by
`2`

times. This is the result of refined parallel algorithm for our D&C solver. - Also we have added MRRR solver for generalized symmetric eigenproblem
`[V,D] = eig(A,B)`

. It is slightly faster than D&C for computing eigenvectors, but most importantly – it provides better accuracy in some cases. - We have added special algorithm to solve n-diagonal/banded standard eigenproblems –
`eig(A)`

. We are preparing article with detailed outline of our poly-algorithm for standard eigenproblems (similar to`MLDIVIDE`

).

## September 11, 2016 – 4.2.0.11601

`MLDIVIDE`

(linear system solver) has been updated with specialized solver for banded matrices.

Timings have been substantially improved for such matrices, e.g.`5Kx5K`

pentadiagonal matrix:% Before: >> n = 5000; >> A = mp(diag(1:n,0)+diag(1:n-1,1)+diag(1:n-2,2)+diag(-(1:n-1),-1)+diag(-(1:n-2),-2)); >> b = mp(rand(n,1)); >> tic; x = A\b; toc; % LU+pivoting, O(n^3) Elapsed time is 257.355805 seconds. >> norm(A*x-b,1)/norm(A,1) ans = 2.981084158350920545602126981830846e-35

% Now: >> n = 5000; >> A = mp(diag(1:n,0)+diag(1:n-1,1)+diag(1:n-2,2)+diag(-(1:n-1),-1)+diag(-(1:n-2),-2)); >> b = mp(rand(n,1)); >> tic; x = A\b; toc; % Specialized LU+pivoting within bandwidth, O(n*p*q) Elapsed time is 0.233104 seconds. % ~x1000 times faster >> norm(A*x-b,1)/norm(A,1) ans = 2.981084158350920545602126981830846e-35

The speed-up comes from the fact that now algorithms works with only few non-zero diagonals, instead of crunching full matrix.

- Positive definite banded matrices have received specialized solver as well (only superdiagonals are used = less computations).

`MLDIVIDE`

is a poly-algorithm which selects the best solver depending on matrix properties, basically we have rewritten it from scratch lately. Now it has (much)faster analysis and full set of specialized solvers + rcond estimators for dense matrices.

## August 27, 2016 – 4.1.0.11461

`MLDIVIDE`

(linear system solver) has been updated with specialized solver for tridiagonal matrices.

Now computation complexity for the case is just`O(n)`

instead of`O(n^3)`

:% Before: >> n = 2000; >> A = mp(diag(1:n,0)+diag(1:n-1,1)+diag(1:n-1,-1)); >> b = mp(rand(n,1)); >> tic; x = A\b; toc; % LU+pivoting, O(n^3) Elapsed time is 27.767122 seconds. >> norm(A*x-b,1)/norm(A,1) ans = 2.817286843369241138991794285028987e-34

% Now: >> n = 2000; >> A = mp(diag(1:n,0)+diag(1:n-1,1)+diag(1:n-1,-1)); >> b = mp(rand(n,1)); >> tic; x = A\b; toc; % Specialized tridiagonal LU+pivoting, O(n) Elapsed time is 0.079523 seconds. % ~350 times faster >> norm(A*x-b,1)/norm(A,1) ans = 2.769447752126383577306583358607416e-34

`SUBSASGN`

and`DIAG`

have been improved to be compatible with MATLAB in special cases:% Column to row assignment: >> A = magic(3,'mp'); >> x = [1;2;3]; >> A(1,:) = x A = 1 2 3 3 5 7 4 9 2 % Building matrix from empty diagonal: >> diag(rand(1,0,'mp'),0) ans = [] >> diag(rand(1,0,'mp'),1) ans = 0 >> diag(rand(1,0,'mp'),2) ans = 0 0 0 0

- Added functions for orthogonal polynomials:
`legendreP, chebyshevT, chebyshevU`

and`hermiteH`

.

Variable Precision Arithmetic (VPA)/MATLAB 2016a:>> N = 1000; % polynomial degree >> M = 5000; % number of points >> digits(25); >> x = vpa(rand(M,1)); >> tic; v = chebyshevT(N,x); toc; Elapsed time is 2.600266 seconds. >> tic; v = chebyshevU(N,x); toc; Elapsed time is 1.908803 seconds. >> tic; v = hermiteH(N,x); toc; Elapsed time is 34.765995 seconds. >> tic; v = legendreP(N,x); toc; Elapsed time is 44.810674 seconds.

Advanpix Multiprecision Toolbox:

>> N = 1000; % polynomial degree >> M = 5000; % number of points >> mp.Digits(34); >> x = mp(rand(M,1)); >> tic; v = chebyshevT(N,x); toc; Elapsed time is 0.426981 seconds. % x6 times faster >> tic; v = chebyshevU(N,x); toc; % x4 times faster Elapsed time is 0.450537 seconds. >> tic; v = hermiteH(N,x); toc; % x53 times faster Elapsed time is 0.653591 seconds. >> tic; v = legendreP(N,x); toc; % x43 times faster Elapsed time is 1.035238 seconds.

Please note, our routines are not multi-core optimized (yet). In due course timings will be divided by number of CPU cores.

## August 24, 2016 – 4.1.0.11420

- Added following new functions (by categories):

**Linear Equations**

`SYLVESTER, LYAP, DLYAP`

– solvers for linear matrix equations of Lyapunov and Sylvester.

Continuous, discrete-time and generalized forms are covered.**Matrix Decomposition**

`CHOLUPDATE, QRDELETE, QRINSERT, QRUPDATE`

and`PLANEROT`

.

Also`GSVD`

for generalized singular value decomposition.**Matrix Analysis**

`ISBANDED, BANDWIDTH, ISSCHUR, hasInfNaN`

and`SUBSPACE`

.All new functions (with few exceptions) are implemented in toolbox core using C++ for better performance.

- Following functions have been revised and improved:

`CROSS`

and`DOT`

now support multi-dimensional arrays.

`QR, CHOL, SVD`

and`KRON`

now have better handling of corner cases (e.g. empty inputs, error reports, etc.) - Added support for differential algebraic equations (DAEs) to
`ODE15S`

.

The number of new functions and changes allow us to bump the version directly to `4.1`

bypassing smaller revisions.

## August 11, 2016 – 4.0.1.11324

- Improvements to linear least-squares solver. Instead of SVD, now we use rank-revealing QR decomposition (RRQR), heavily optimized for parallel execution on multi-core CPUs:
% Before >> mp.Digits(34); >> A = rand(1000,500,'mp')-0.5; >> tic; x = A\A; toc; Elapsed time is 45.334321 seconds. % Now - 4.0.1.11324 >> mp.Digits(34); >> A = rand(1000,500,'mp')-0.5; >> tic; x = A\A; toc; Elapsed time is 12.059790 seconds.

All cases are covered – real, complex, quadruple and arbitrary precision. Speed-up ratio scales with matrix size and number of CPU cores.

## July 6, 2016 – 4.0.0.11272

- New functions –
`NEXTABOVE`

and`NEXTBELOW`

have been added. They generate the next representable floating-point value towards positive/negative infinity:>> mp.Digits(34); >> nextabove(mp(1)) ans = 1.00000000000000000000000000000000019 >> nextbelow(mp(1)) ans = 0.999999999999999999999999999999999904 >> nextabove(mp(-1)) ans = -0.999999999999999999999999999999999904 >> nextbelow(mp(-1)) ans = -1.00000000000000000000000000000000019

The routines are able to generate all/any floating-point numbers representable in given precision, thus they are indispensable for accuracy checks of various algorithms. In particular, to investigate quality of approximation in close vicinity of roots or singularities. As an example, here is quick accuracy check of

`MATLAB's`

built-in`gamma`

function:>> mp.Digits(34); >> mp.FollowMatlabNumericFormat(true); >> format longE; >> x = nextabove(-1) % closest value to the pole x = -9.999999999999999e-01 >> gamma(mp(x)) % correct function value in quadruple precision ans = -9.00719925474099242278433509846728884e+15 >> gamma(x) % MATLAB gives no correct digits at all! ans = -5.545090608933970e+15

- Occasional crashes on Mac OSX have been fixed. As it turned out, sometimes
`MATLAB`

(especially older versions) forget to delete MEX module from memory on “clear” command, even though at-exit handlers were called. This leaves MEX in uninitialized and unusable state! Next attempt to use any command from such MEX results in crash.

Now we do the unloading procedure manually on all platforms to avoid this from happening again. - Prediction on maximum number of iterations needed to reach target accuracy level in Schur & SVD algorithms have been revisited. Now we rely on more pessimistic assumption to make sure algorithms converge even if it requires much higher number of iterations.

## June 21, 2016 – 3.9.9.11199

- Matrix exponential –
`EXPM`

has been switched to use classic scaling and squaring algorithm. Although Schur-Parlett[Higham2003] might give more accurate results in some cases [Higham2009], it is approx. 5-10 times slower. Thus we decided to use fast scaling & squaring. - Eigen-decomposition re-ordering functions:
`ORDSCHUR, ORDEIG`

and`ORDQZ`

have been updated with proper error handling in corner cases.

## June 3, 2016 – 3.9.9.11161

- Whole set of numerical integration routines has been refreshed:
`INTEGRAL, INTEGRAL2, INTEGRAL3, QUAD2D, TRAPZ`

and`CUMTRAPZ`

. The`INTEGRALx`

routines are based on nested Gauss-Kronrod quadrature rule or its product for`2-3D`

.

For some reason,`MATLAB's`

built-in`INTEGRAL`

doesn’t return the error bound. We consider this unacceptable and our version fixes the flaw:>>mp.Digits(34); >>f = @(x)sin((1:5)*x); >>[q, errbnd] = integral(f,mp(0),mp(1),'ArrayValued',true,'RelTol',mp('eps*100')); >>[q' errbnd'] ans = 0.4596976941318602825990633925570232 2.422586612556771991014735044455665e-34 0.7080734182735711934987841147503806 3.709251321227161864242960518419781e-34 0.6633308322001484857571909315770862 3.510290962167396105950983616082283e-34 0.4134109052159029786597920457744374 2.247449605195361383728053642397239e-34 0.1432675629073547471066721656972884 9.201635067043439859020812453968865e-35

Integration of vector-valued function with error bound for every component.

## May 19, 2016 – 3.9.9.11048

- Added
`X = SYLVESTER_TRI(A,B,C)`

function for solving Sylvester equation`A*X + X*B = C`

.

The most important case is when`A`

and`B`

are upper quasi-triangular (real Schur canonical form) – needed for computing matrix functions (`SQRTM, LOGM,`

etc.). - Speed-up of
`HYPOT`

and`ATAN2`

, approx. 10-50 times each:% 3.9.8.11023 >> A = 100*mp(rand(1000,1000)-0.5); >> B = 100*mp(rand(1000,1000)-0.5); >> tic; atan2(A,B); toc; Elapsed time is 18.056319 seconds. % 3.9.9.11048 >> A = 100*mp(rand(1000,1000)-0.5); >> B = 100*mp(rand(1000,1000)-0.5); >> tic; atan2(A,B); toc; Elapsed time is 0.262123 seconds. % ~70 times faster

## May 17, 2016 – 3.9.8.11023

- Speed-up of
`SQRTM_TRI`

and`INTERP1`

, approx. 50-100 times each:>> A = triu(100*mp(rand(100,100)-0.5)); >> tic; sqrtm_tri(A); toc; Elapsed time is 0.058902 seconds. >> tic; old_sqrtm_tri(A); toc; Elapsed time is 3.936160 seconds.

New

`SQRTM_TRI`

is implemented in C++, old one was implemented using MATLAB:function R = old_sqrtm_tri(T) %SQRTM_TRI Square root of upper triangular matrix. n = length(T); R = mp(zeros(n)); for j=1:n R(j,j) = sqrt(T(j,j)); for i=j-1:-1:1 R(i,j) = (T(i,j) - R(i,i+1:j-1)*R(i+1:j-1,j))/(R(i,i) + R(j,j)); end end end

Square root of upper triangular matrix is important for

`SQRTM`

and`LOGM`

functions.

## May 3, 2016 – 3.9.8.10986

- Speed-up of some (basic) special functions:
`gamma, gammaln, erf`

and`erfc`

:% Before/3.9.8.10946 >> mp.Digits(34); >> A = mp(10*(rand(1000)-0.5)); >> tic; B = gamma(A); toc; Elapsed time is 73.195803 seconds. >> tic; B = erf(A); toc; Elapsed time is 31.863047 seconds.

% Now/3.9.8.10986 >> mp.Digits(34); >> A = mp(10*(rand(1000)-0.5)); >> tic; B = gamma(A); toc; Elapsed time is 1.695979 seconds. % x43 times faster >> tic; B = erf(A); toc; Elapsed time is 1.769617 seconds. % x18 times faster

Please note, in contrast to MATLAB, these functions support all kinds of input arguments (real negative, complex, sparse, etc.):

% MATLAB >> gammaln(-0.25) 'Error using gammaln' 'Input must be nonnegative.' % Advanpix >> gammaln(mp(-0.25)) ans = 1.589575312551185990315897214778783 + 3.141592653589793238462643383279503i

>> A = mp(sprand(5,5,0.25)); >> [x,y,s] = find(A); >> s = s + (rand(size(s))-0.5)*1i; % Add imaginary part >> A = sparse(x,y,s,5,5) A = (2,1) 0.1066527701805843886262437081313692 + 0.3173032206534329713321085364441387i (4,1) 0.004634224134067443934270613681292161 + 0.3686947053635096782642222024151124i (3,3) 0.9618980808550536831802446613437496 - 0.4155641544890896765807042356755119i (1,5) 0.4426782697754463313799533352721483 - 0.1002173509011035079652174317743629i (4,5) 0.774910464711502378065688390051946 - 0.2401295971493457859224918138352223i % Advanpix >> erf(A) ans = (2,1) 0.1324883666365941115619861448158018 + 0.3659492942681403578764987541731807i (4,1) 0.005990516950461289561597280148562875 + 0.4356625058347425700172815442490943i (3,3) 0.903034046175742903946764521185423 - 0.1758911959897686907097927081692329i (1,5) 0.472854450257120712106056672396968 - 0.09314858177203069504581523930686257i (4,5) 0.7550126399539313384996685128575232 - 0.1480116547266936627042332666803371i % MATLAB >> erf(double(A)) 'Error using erf' 'Input must be real and full.'

## April 26, 2016 – 3.9.8.10946

- We have finished several months of optimization work for elementary functions.

Please see the results and comparisons: Performance of Elementary Functions. - Added support for signed zeros as imaginary part of complex numbers to expression evaluator. As a note, we have been supporting signed zeros from the start, with proper handling of branch cuts, etc. Some additional information: Branch Cuts and Signed Zeros in MATLAB.

## April 12, 2016 – 3.9.7.10723

- Added element-wise relational & logical operations for sparse matrices:
>> A = mp(sprand(5,5,0.2)) A = (1,1) 0.4387443596563982417535498825600371 (2,2) 0.7951999011370631809114684074302204 (1,4) 0.3815584570930083962991830048849806 (1,5) 0.7655167881490023695789659541333094 (4,5) 0.1868726045543785962976812697888818 >> A(A<0.5) = 0 A = (2,2) 0.7951999011370631809114684074302204 (1,5) 0.7655167881490023695789659541333094

## April 6, 2016 – 3.9.7.10708

- Performance of power and related functions has been improved:
% Before: >> mp.Digits(34); >> A = mp(rand(2000)-0.5); >> B = mp(rand(2000)-0.5); >> tic; C = A.^B; toc; Elapsed time is 82.506463 seconds. >> tic; C = log(A); toc; Elapsed time is 31.506463 seconds.

% Now: >> mp.Digits(34); >> A = mp(rand(2000)-0.5); >> B = mp(rand(2000)-0.5); >> tic; C = A.^B; toc; Elapsed time is 5.363670 seconds. % x15 times >> tic; C = log(A); toc; Elapsed time is 0.843535 seconds. % x37 times

Similarly for all related functions (

`log2, log10, sqrt,`

etc.) - Added support for sparse logical indices.
- Improved support for sparse matrices in
`isequal, isnequal, isnan, isinf, isfinite, sqrt, expm1, log1p`

and many other basic functions. - Fixed
`spfun`

in case when function handle has nested calls to another functions.

## March 23, 2016 – 3.9.5.10580

- Added
`sortrows`

, few minor issues has been fixed. - Fixed small incompatibilities with
`R2016a`

.

## March 15, 2016 – 3.9.5.10558

- Added solver for systems of nonlinear equations –
`fsolve`

:

x = fsolve(fun,x0)

x = fsolve(fun,x0,options)

x = fsolve(problem)

[x,fval] = fsolve(fun,x0)

[x,fval,exitflag] = fsolve(...)

[x,fval,exitflag,output] = fsolve(...)

[x,fval,exitflag,output,jacobian] = fsolve(...)

All features are supported, including sparse formulation, Jacobian and three algorithms of optimization:`trust-region-dogleg, trust-region-reflective`

and`levenberg-marquardt`

.function test_fsolve x0 = mp([-5; -5]); options = optimset('Display','iter', 'TolFun', mp.eps,... 'TolX', mp.eps,... 'Algorithm','levenberg-marquardt'); [x,fval,exitflag,output] = fsolve(@myfun,x0,options) function F = myfun(x) F = [2*x(1) - x(2) - exp(-x(1)); -x(1) + 2*x(2) - exp(-x(2))]; end end

Output:

>> mp.Digits(34); >> test_fsolve First-Order Norm of Iteration Func-count Residual optimality Lambda step 0 3 47071.2 2.29e+04 0.01 1 6 6527.47 3.09e+03 0.001 1.45207 2 9 918.374 418 0.0001 1.49186 3 12 127.741 57.3 1e-05 1.55326 4 15 14.9153 8.26 1e-06 1.57591 5 18 0.779056 1.14 1e-07 1.27662 6 21 0.00372457 0.0683 1e-08 0.484659 7 24 9.2164e-08 0.000336 1e-09 0.0385554 8 27 5.66104e-17 8.34e-09 1e-10 0.000193709 9 30 2.35895e-34 1.7e-17 1e-11 4.80109e-09 10 33 1.70984e-51 4.58e-26 1e-12 9.80056e-18 11 36 1.8546e-68 1.51e-34 1e-13 2.63857e-26 Equation solved. fsolve completed because the vector of function values is near zero as measured by the selected value of the function tolerance, and the problem appears regular as measured by the gradient. x = 0.56714 0.56714 fval = 9.6296e-35 9.6296e-35 exitflag = 1 output = iterations: 11 funcCount: 36 stepsize: [1x1 mp] cgiterations: [] firstorderopt: [1x1 mp] algorithm: 'levenberg-marquardt' message: 'Equation solved. Equation solved. The sum of squared function values, r = 1.854603e-68, is less than sqrt(options.TolFun) = 1.387779e-17. The relative norm of the gradient of r, 6.583665e-39, is less than 1e-4*options.TolFun = 1.925930e-38. Optimization Metric Options relative norm(grad r) = 6.58e-39 1e-4*TolFun = 2e-38 (selected) r = 1.85e-68 sqrt(TolFun) = 1.4e-17 (selected)

- Fixes for various minor bugs and other small improvements.

## March 8, 2016 – 3.9.4.10498

- Added light wrappers for
`text`

and`histogram`

routines. Now both accept mp-parameters without errors. - We have upgraded to new Intel C++ compiler, MPIR, MPFR and MPC. Any compatibility tests and reports would be highly appreciated.

## March 3, 2016 – 3.9.4.10481

- Basic test matrices are enabled with
`classname='mp'`

support:`hadamard, hilb, invhilb, magic, pascal, rosser`

and`wilkinson`

.function [c,r] = inverthilb(n, classname) % INVERTHILB Class-independent inversion of Hilbert matrix A = hilb(n,classname); c = cond(A); r = norm(eye(n,classname)-A*invhilb(n,classname),1)/norm(A,1); end

Invert Hilbert matrix using different levels of precision:

>> [c,r] = inverthilb(20,'double') c = 1.5316e+18 r = 2.1436e+11 >> mp.Digits(50); >> [c,r] = inverthilb(20,'mp') c = 2.4522e+28 r = 9.4122e-25 >> mp.Digits(100); >> [c,r] = inverthilb(20,'mp') c = 2.4522e+28 r = 2.2689e-74

- Added
`cast`

function for conversion of mp-entities to/from different data types.>> cast(magic(3),'like',mp('pi')) ans = 8 1 6 3 5 7 4 9 2 >> format longE >> cast(rand(2,'double'),'mp') ans = 6.9907672265668596711662985399016179e-01 9.5929142520544430361439935950329527e-01 8.9090325253579849551499592053005472e-01 5.4721552996380307121171426842920482e-01 >> cast(rand(2,'mp'),'double') ans = 1.386244428286791e-01 2.575082541237365e-01 1.492940055590575e-01 8.407172559836625e-01

- Added solvers for Riccati equations:
`care, gcare, dare`

and`gdare`

.

## February 29, 2016 – 3.9.4.10458

- Added
`cplxpair`

and`unwrap`

functions. - Performance of multiplication has been improved for the precision levels <= 385 of decimal digits.
>> mp.Digits(350); >> A = mp(rand(500)-0.5); % 3.9.4.10443 >> tic; A*A; toc; Elapsed time is 22.412486 seconds. % 3.9.4.10458 >> tic; A*A; toc; % x4 times faster Elapsed time is 5.212486 seconds.

Parameters of our arithmetic engine were tuned for old CPUs. Now it is updated for modern architectures.

Thanks to Massimiliano Fasi who noticed and reported to us performance drop for small precisions. - Conjugate pairs computed by generalized eigen-solver are now guaranteed to match exactly (bit-to-bit).

Before they matched up to machine epsilon in any precision. Reported by Stefan Güttel. - Now toolbox overloads global built-in functions for array creation:
`zeros, ones, eye, nan, inf, rand, randn`

and`randi`

.

The main goal is to embed support for ‘mp’ arrays in MATLAB out-of-the-box, without the need for`mp(zeros(...))`

wrapper:% 3.9.4.10443 >> A = zeros(3,3,'mp'); % didn't work since built-in zeros doesn't know what 'mp' is. >> A = mp(zeros(3,3)); % manual modification was needed. % 3.9.4.10458 >> A = zeros(3,3,'mp'); % now works as expected >> whos A Name Size Bytes Class Attributes A 3x3 376 mp

This change is very important, as it allows much easier conversion of existing scripts to multiprecision.

In fact, we have added option to override behavior of such basic functions to always produce mp-outputs for floating-point types:

`double`

and`single`

. Be careful with such powerful option (it is turned off by default).Please run

`doc mp.OverrideDoubleBasicArrays`

for more information on its usage, pros and cons.

## February 22, 2016 – 3.9.4.10443

- Added arbitrary-precision overloads for the following functions:
`orth, rref, airy, beta, betaln, ellipj, ellipke`

and`legendre`

. - The
`svd, null`

and`norm`

have been updated to support more special cases.>> A = [1 2 3; 1 2 3; 1 2 3]; >> Z = null(mp(A)) Z = -0.8728715609439695250643899416624781 0.4082482904638630163662140124509814 -0.2182178902359923812660974854156192 -0.8164965809277260327324280249019639 0.4364357804719847625321949708312385 0.4082482904638630163662140124509821 >> norm(A*Z,1) ans = 1.733336949948512267750380148326435e-33 >> null(mp(A),'r') ans = -2 -3 1 0 0 1

While working on MATLAB’s internal scripts we found several cases of undocumented syntax:

[Q,Z] = svd(...) % two-outputs only norm(A,'inf') % Inf is passed as a string [US,TS, Success] = ordschur(...) % three-outputs, with status as last one.

Now

`svd`

and`norm`

in toolbox support these special cases for compatibility. - Basic matrix manipulation & analysis functions have been optimized for sparse matrices:
`diag, triu, tril, norm, max`

and`min`

.>> A = mp(sprand(10000,10000,0.01)); >> nnz(A) ans = 994960 >> tic; norm(A,1); toc; Elapsed time is 0.0531895 seconds. >> tic; max(sum(abs(A))); toc; Elapsed time is 0.103413 seconds.

Not too bad for handling

`1M`

of nonzero quadruples in sparse format!

## February 15, 2016 – 3.9.3.10265

- Added LDL
^{T}decomposition for Hermitian indefinite matrices (dense). Real and complex cases are supported and optimized for multi-core CPUs.>> A = mp(rand(1000)-0.5); >> A = A+A'; >> tic; [L,D,p] = ldl(A,'vector'); toc; Elapsed time is 7.412486 seconds. >> norm(A(p,p) - L*D*L',1)/norm(A,1) ans = 9.900420499644941245191320505579399e-33

*Still we consider this as a draft version – since there is further potential for speed-up.*

## February 9, 2016 – 3.9.2.10193

- Added iterative methods for large/sparse systems:
`bicg, bicgstab[l], cgs, gmres, minres`

and`pcg`

.

All special cases are supported including the function handle inputs and preconditioners. Usage examples can be found in updated posts of Krylov Subspace Methods in Arbitrary Precision and Arbitrary Precision Iterative Solver – GMRES. - Added ODE solver for stiff problems –
`ode15s`

. - Many basic functions have been enabled with sparse matrices support.

## January 30, 2016 – 3.9.1.10015

- Added
`spline, pchip, ppval, mkpp, unmkpp`

and`interp1`

routines. - Fixed accuracy loss in
`expm`

and crash in`ordschur`

when U is real but T is complex matrix. Thanks to Massimiliano Fasi for tests and reports! - Indexing engine
`subsref`

has been enabled with all the ad-hoc rules of MATLAB in case when the first (and only) index is semi-empty matrix. This is needed to match the MATLAB behavior in rare cases, e.g. when empty matrices are used as indices in operands of arithmetic operations.

## January 19, 2016 – 3.9.0.9998

- Added
`norm`

computation for sparse matrices and vectors. All norms are supported except the 2-norm for sparse matrices (since it needs`svds`

). Please use`1, Inf`

or recommended`'fro'`

norm for matrices. - Added
`mp.GaussKronrod`

function for computation of Gauss-Kronrod nodes and weights. - Improved accuracy of
`eig`

in computing eigenvectors of real symmetric tridiagonal matrices.The method we used previously (inverse iteration) suffers from numerical instability for very ill-conditioned eigenvectors. Now we have switched to implicit QR.

## December 12, 2015 – 3.9.0.9970

- Added concatenation for sparse matrices:
`cat, vertcat`

and`horzcat`

. - Fixed
`find`

in case when no named output parameters is provided. - Changed error messages to be shorter and more informative. Default function from MEX API –
`mexErrMsgTxt`

shows intimidating messages with little information:% mexErrMsgTxt (Before): >> A = mp(magic(3)); >> A(-1,0) = 10 'Error using mpimpl' 'Subscript indices must either be real positive integers or logicals.' 'Error in mp/subsasgn (line 871)' ' [varargout{1:nargout}] = mpimpl(171, varargin{:});' % Using our custom workaround: >> A = mp(magic(3)); >> A(-1,0) = 10 'Error using mp/subsasgn (line 871)' 'Subscript indices must either be real positive integers or logicals.'

Now error messages two times shorter with all the necessary information.

## December 2, 2015 – 3.9.0.9938

- Fixed
`rcond`

for better handling of singular matrices. - Improved generalized eigen-solver (unsymetric case). Now it tries to recover converged eigenvalues even if QZ has failed. Thanks to Mohammad Rahmanian for reporting and helping to reproduce the issue!

## December 1, 2015 – 3.9.0.9935

- Added
`linsolve`

function as a simple wrapper over`mldivide`

. Toolbox already has mature solver implemented in`mldivide`

which analyses input matrix properties and applies the best suitable algorithm automatically. No need to re-implement`linsolve`

separately. - Improved performance and fixed bug in power functions:
`.^`

and`^`

. - Added functions for saving/loading mp-objects to/from text file:
mp.Digits(34); A = mp(rand(25)); mp.write(A,'matrix.txt'); % Write mp-matrix to the text file B = mp.read('matrix.txt'); % Read it back norm(A-B,1) % check accuracy - difference should be 0 0

Function

`mp.write`

converts mp-matrix to text format and stores it to file. To load the saved matrix back to MATLAB use`mp.read`

. Data is saved with enough precision to be restored without loss of accuracy.

## November 6, 2015 – 3.8.9.9901

- Special functions – hypergeometric, gamma and whole family of Bessel functions have been updated. In particular, Bessel functions have been rewritten from scratch to support arbitrary orders and arguments, avoid instability regions and accuracy loss in some cases.

Now we are not only the fastest in MATLAB world:% Symbolic Math Toolbox - R2015a >> digits(34); >> z = 150*vpa((rand(50)-0.5)+(rand(50)-0.5)*1i); >> tic; hypergeom([],vpa(1000-1000*i),z); toc; Elapsed time is 6.208366 seconds. >> tic; besseli(0,z); toc; Elapsed time is 8.635691 seconds. >> tic; besselk(0,z); toc; Elapsed time is 9.938277 seconds. >> tic; bessely(0,z); toc; Elapsed time is 17.444061 seconds. >> tic; besselj(0,z); toc; Elapsed time is 10.570827 seconds. % Advanpix Multiprecision Toolbox - 3.8.9.9901 >> mp.Digits(34); >> Z = sym2mp(z); >> tic; hypergeom([],mp('1000-1000*i'),Z); toc; Elapsed time is 0.155974 seconds. >> tic; besseli(0,Z); toc; Elapsed time is 2.131102 seconds. >> tic; besselk(0,Z); toc; Elapsed time is 2.163481 seconds. >> tic; bessely(0,Z); toc; Elapsed time is 4.301771 seconds. >> tic; besselj(0,Z); toc; Elapsed time is 3.228625 seconds.

but also the most accurate:

% Symbolic Math Toolbox - R2015a >> digits(34); >> z = 8-43*1i; >> besseli(1,vpa(z)) ans = -17.2937_918159785... + 178.7197_1803657...i % only 6-7 digits are correct!! % Advanpix Multiprecision Toolbox - 3.8.9.9901 >> mp.Digits(34); >> besseli(1,mp(z)) ans = -17.29378620503294288287975364153844 + 178.7197375141310577798644760813918i % full precision Maple: -17.29378620503294288287975364153844 + 178.7197375141310577798644760813918*I Mathematica: -17.29378620503294288287975364153844 + 178.7197375141310577798644760813918*I % One more example: >> bessely(0,vpa(1000*i)) ans = -2.54099907...376797872e381 + 2.485686096075864174562771484145676e432i % huge real part? >> bessely(0,mp(1000*i)) ans = -1.28057169...387105221e-436 + 2.485686096075864174562771484145677e+432i % not really

This is just simplest examples, we have logged many other cases.

**IMPORTANT**. Bessel functions from MathWorks Symbolic Math Toolbox do suffer from accuracy loss. Please avoid using it if you need high accuracy.

## October 19, 2015 – 3.8.9.9541

- Added/improved following functions:
`gradient, linspace, logspace, meshgrid`

and`ndgrid`

. - Fixed bugs in
`svd(X,0)`

and in`diff`

. - Fixed issue with complex division with infinite components:
% Before >> 1/mp(Inf + 0.1*1i) ans = NaN - NaNi % Now (correct) >> 1/mp(Inf + 0.1*1i) ans = 0

Thanks to Ciprian Necula for bug reports!

## October 16, 2015 – 3.8.9.9528

- Thread manager has been improved with better load balancing. Now majority of dense matrix operations are faster by
`15-20%`

(even the matrix multiplication). - Fixed two issues reported here and here.
- Added support for MATLAB’s line spacing setting (
`format compact/loose`

):>> mp.Digits(34) >> mp.FollowMatlabNumericFormat(true); >> A = mp(rand(2)); >> format loose >> A A = 0.4853756487228412241918817926489282 0.1418863386272153359612957501667552 0.8002804688888001116708892368478701 0.4217612826262749914363325842714403 >> format compact >> A A = 0.4853756487228412241918817926489282 0.1418863386272153359612957501667552 0.8002804688888001116708892368478701 0.4217612826262749914363325842714403 >> format longE >> A A = 4.8537564872284122419188179264892824e-01 1.4188633862721533596129575016675517e-01 8.0028046888880011167088923684787005e-01 4.2176128262627499143633258427144028e-01 >> format shortE >> A A = 4.8538e-01 1.4189e-01 8.0028e-01 4.2176e-01

## October 8, 2015 – 3.8.9.9464

- Speed of symmetric eigen-decompositions has been boosted up. All cases are covered: standard and generalized problems in quadruple and arbitrary precision modes and both complexities.

Actual speed-up factor depends on number of cores and matrix size. On our 1st-gen Core i7 we see ~3 times ratio for`1Kx1K`

matrix:mp.Digits(34) A = mp(rand(1000)-0.5); A = A+A'; % 3.8.8.9254 tic; eig(A); toc; Elapsed time is 48.154 seconds. % 3.8.9.9464 tic; eig(A); toc; % x3.4 times faster Elapsed time is 14.212 seconds.

Speed-up is even higher for other precision levels:

mp.Digits(50) A = mp(rand(1000)-0.5); A = A+A'; % 3.8.8.9254 tic; eig(A); toc; Elapsed time is 204.431 seconds. % 3.8.9.9464 tic; eig(A); toc; % x5.3 times faster Elapsed time is 38.534 seconds.

- In fact, all operations with dense symmetric/Hermitian and SPD/HPD matrices have became faster:
`chol, inv, det, solvers,`

etc. Speed-up ratio for`inv`

is up to 10 times depending on matrix structure and number of cores.

Full comparison table is in preparation.

## September 22, 2015 – 3.8.8.9254

- Estimation of reciprocal of the condition number has been updated for all matrix types in solver (
`\`

) and inversion(`inv`

). Now it is much faster and always produce accurate values (before we encountered occasional`0`

‘s).

Just for fun:A = magic(5); A(3,:) = A(2,:)+10*eps; % make problem ill-conditioned in double precision b = rand(5,1); x = A\b; Warning: Matrix is close to singular or badly scaled. RCOND = 2.899200e-18. norm(A*x-b,1) % computed solution is useless (as expected) ans = 4.344157433375132e+00 mp.Digits(34); x = mp(A)\mp(b); % problem is not ill-conditioned when we use 34-digits norm(A*x-b,1) ans = 4.336808689942017736029811203479767e-18

Although half of digits is lost (see the RCOND magnitude), our solver still gives us ~17 digits of accuracy.

## September 21, 2015 – 3.8.8.9242

- Architecture of multi-core parallelism has been revised and improved. You may notice better timings in various dense operations, depending on number of cores and matrix size.

For example, this is very beneficent for computations of eigenvectors in unsymmetric case. Which is faster up to

on Core i7 (4 hardware cores):**45%**A = mp(rand(300)-0.5 + 1i*(rand(300)-0.5)); % 3.8.6.9165 tic; [V,D]=eig(A); toc; Elapsed time is 71.154 seconds. % 3.8.8.9242 tic; [V,D]=eig(A); toc; Elapsed time is 38.5 seconds.

Both modes (quadruple & multiprecision) and complexities (real & complex) are improved.

## September 13, 2015 – 3.8.6.9165

- Following functions have been updated:
`cond, svd, rank, norm, det, inv, trace, eps`

and`null`

. Performance optimization, stability, special cases.

## September 6, 2015 – 3.8.6.9106

- Improved matrix analysis stage in dense matrix solver.
- Improved m-wrapper for
`conv`

and`colon`

. - Improved compatibility of
`inv`

with MATLAB. Now it returns full`Inf`

matrix in case of singular input matrix, estimates RCOND and provides warning if problem is near-singular. - Added check for
`NaN/Inf`

elements in input matrix in`eig`

.

## August 6, 2015 – 3.8.5.9081

- Added option
`'valid'`

for`conv`

.

## August 2, 2015 – 3.8.5.9059

- Fixed critical issue in
`subsasgn`

in multiple-precision mode (when digits`<>34`

). - Added workaround for occasional Matlab crashes due to incorrect unload of toolbox (after
`clear all`

).

**Update is strongly recommended!**

## July 24, 2015 – 3.8.5.8939

- Added two-output variants of Cholesky decomposition:

[R,p] = chol(A)

[L,p] = chol(A,'lower')

[R,p] = chol(A,'upper')

- Added support for
`'vector'/'matrix'`

option in`LU`

decomposition.

## July 22, 2015 – 3.8.4.8915

- Fixed bugs in
`chol`

and in auto-detection of numeric constants.>> mp.Digits(50); >> mp.ExtendConstAccuracy(false); % auto-detection is disabled by default >> mp(1/3) ans = 0.33333333333333331482961625624739099293947219848633 >> mp.ExtendConstAccuracy(true); >> mp(1/3) ans = 0.33333333333333333333333333333333333333333333333333

## July 6, 2015 – 3.8.4.8901

- Added
`spdiags`

for sparse matrices. - Improved multi-core parallelism in operations with really large matrices (N > 5000). Different thread-scheduling is required (and has been implemented) for the case.

## June 4, 2015 – 3.8.3.8882

- Improved performance of
`pinv`

and`null`

with optimized SVD code. - Fixed
`norm`

to prevent crashes in some cases when input matrix is empty.

## May 28, 2015 – 3.8.3.8861

- Fixes in multi-dimensional array slicing and indexing of complex matrices.

Thanks to Thomas Rinder, Stefan Güttel and Maxime Pigou for reports and help. - Improved performance of arithmetic operations when one of the arguments is complex scalar.

This is maintenance release. Meanwhile we continue focusing on adding sparse matrices functionality in development branch.

## April 20, 2015 – 3.8.3.8819

- Changes in architecture for faster work with sparse matrices.
- Ordering functions for sparse matrices (to reduce fill-in prior direct solvers) have been added:
`amd, colamd, symamd`

and`symrcm`

.Efficient direct solvers are needed for spectral transformation in generalized eigenvalue solver for large matrices.

- Improved performance of
`find`

for sparse matrices.

## April 1, 2015 – 3.8.2.8775

- Minor speed-up in dense linear algebra (especially in SVD) due to more efficient memory management.
- New analysis functions have been added:
`issymmetric, ishermitian, isdiag, istriu`

and`istril`

.

Syntax and semantic are fully compatible with MATLAB’s built-in functions. - Fixed issues with Not-a-Number (NaN) handling in relational operators.

## March 19, 2015 – 3.8.1.8728

- Restrictions on maximum iterations in SVD has been changed to be dependent on precision (needed for the high-precision settings, e.g. 1000 digits or more).
- Minor fixes in sub-scripted assignment operator,
`sum`

and`prod`

. - Stability and accuracy of
`quadgk`

has been improved. Now it can be used in arbitrary precision mode:mp.Digits(50); f = (@(x)sin(x)); [q,errbnd] = quadgk(f,mp(0),mp(1),'RelTol',100*mp.eps,'AbsTol',100*mp.eps,'MaxIntervalCount',2000) q = 0.45969769413186028259906339255702339626768957938206 errbnd = 7.872028207137840807482477381844110449433981844857e-51

## March 1, 2015 – 3.8.1.8676

- System solver (
`\, mldivide`

) has been updated with all the recent optimizations.Solver is a meta-algorithm which automatically selects decomposition to use (LU, CHOL or SVD) depending on matrix structure and problem type/size. Now it is optimized for multi-core architectures and shows better performance overall (especially for large problems).

- Minor updates to arbitrary precision arithmetic engine.

## February 23, 2015 – 3.8.1.8617

- Arbitrary precision Cholesky decomposition, LU and QR have been updated with more optimizations (including multi-core). Speed-up depends on matrix size, larger matrix = higher speed-up.
For instance,

`1Kx1K`

shows x3 times better speed whereas`100x100`

only 30%.

## February 17, 2015 – 3.8.0.8477

- Fixed memory leak in coefficient-wise operations reported by Ito Kazuho (Thanks!).

## February 10, 2015 – 3.8.0.8447

- Eigenvalue decomposition routines are switched to use “Small Bulge Multi-shift QR Algorithm with Aggressive Early Deflation” (Braman, Byers and Mathias).
Speed gain is

**x2-x3 times**for large dense matrices (>`500`

) and decreases with smaller matrix size. The highest speed-up is achieved in multiprecision mode.

## January 23, 2015 – 3.7.9.8323

- Further optimization of large matrix computations by using parallel algorithms on multi-core architectures. Now speed scales better with number of cores:
>> A = mp(rand(2000)); % 1 - core CPU: >> tic; lu(A); toc; Elapsed time is 24.14 seconds. % 4 - core CPU: >> tic; lu(A); toc; Elapsed time is 8.9 seconds.

Solvers, decompositions and eigen-routines benefit from the update (quadruple & multiprecision mode).

## January 15, 2015 – 3.7.8.8309

- Memory manager for multiprecision objects has been completely re-written with the focus on fast allocation and minimizing memory fragmentation for large matrices. Speed gain depends on matrix size and operation. For example, addition of two
`3Kx3K`

complex matrices**shows x3 times improvement**:% 3.7.8.8309 - new version >> mp.Digits(50); >> A = mp(rand(3000)-0.5 + 1i*(rand(3000)-0.5)); >> tic; A+A; toc; Elapsed time is 3.88 seconds. % 3.7.7.8234 - previous >> mp.Digits(50); >> A = mp(rand(3000)-0.5 + 1i*(rand(3000)-0.5)); >> tic; A+A; toc; Elapsed time is 11.9 seconds.

Speed-up is higher for larger matrices.

- Several changes to formatted input/output, including new feature of whole-matrix conversion to mp-object:
>> A = mp('[1/2, sqrt(-1); (-1)^(1/2) pi]') A = 0.5 + 0i 0 + 1i 0 + 1i 3.141592653589793238462643383279503 + 0i

This applies only for matrices with constant elements – useful for scripts which store constant parameters in a matrix.

## January 7, 2015 – 3.7.7.8234

- Scripts with high volume of small scale computations (scalars, small matrices, etc.) are
**faster by up to 2 times**.Usually in such computations the most time was spent in communicating with MATLAB through MEX API functions, which are very slow and impose heavy overhead (e.g. it is not possible to access variable’s memory directly, only after making the deep copy).

Today we have found long-awaited workaround for one of such issues – slow creation of ‘mp’-objects in MATLAB. It was affecting every single routine and now it is faster by 50%.

- Linux version of toolbox has been updated with all the recent changes and improvements.

## January 5, 2015 – 3.7.6.8202

- Multiple precision generalized eigenproblem and SVD functions are 1.5-3 times faster (
`eig(A,B), qz, svd`

). Speed-up is higher for larger matrices, e.g.**for 2000 x 2000 we can expect 5 times improvement or more**. - Matrix multiplication is faster by 1.5-2 times – in quadruple and multiprecision mode. Recent versions of MATLAB restrict number of threads allowed to be used in parallel computations. Now we choose this independently from MATLAB. As a result, we can use more cores.
- Overall, we have been working on multi-core optimizations and you might see noticeable speed-up in large matrix computations.

## December 26, 2014 – 3.7.5.7900

- Multiple precision complex computations are
**faster by up to 2 times**. This affects all the routines including matrix computations –`eig, svd, qr, lu,`

etc. - Optimized Kronecker product function
`kron`

has been added.

## December 24, 2014 – 3.7.4.7853

- The functions
`schur, ordschur, qz, ordqz, ordeig, balance`

and`rcond`

have been extended and optimized. Now we fully support`'real'/'complex'`

standard and generalized Schur decomposition together with re-ordering in arbitrary and quadruple precision.In a last two weeks the singular/eigenvalues module of the toolbox has been completely changed, 80% of code refactored for improved functionality, stability, speed and feature support. This is part of the work needed for adding

`EIGS`

function in next versions.

## December 17, 2014 – 3.7.3.7605

- Eigen-decomposition routines for full matrices have been completely revised. Improved processing of symmetric, Hermitian and symmetric tridiagonal matrices by using MRRR and Divide&Conquer algorithms. Higher speed, better functionality.
- Routine for generalized eigen-problem,
`eig(A,B)`

, has been enabled with full multiprecision support without restrictions (before we had it in quadruple precision).

## December 12, 2014 – 3.7.2.7508

- Implemented arbitrary precision divide & conquer SVD algorithm (we had it only for quadruple precision).

Overall**speed-up factor is 7 times**for real and complex matrices.

## December 3, 2014 – 3.7.2.7464

- Added element-wise arithmetic operations with scalar for sparse matrices.

## November 25, 2014 – 3.7.2.7422

- Improved compatibility with Parallel Computing Toolbox (removed intra-process blocks).
- Fixed issue in indexed assignment when LHS is empty matrix.

## November 19, 2014 – 3.7.2.7355

- Added workaround for malfunctioning
`mxDuplicateArray`

. - Matrix inversion is sped-up in quadruple mode.
- Small fixes and improvements.

## November 14, 2014 – 3.7.2.7314

- Speed-up of array manipulation operations. All platforms are covered – Windows, Linux and Mac OSX.
- Fixed bug in matrix power function (for complex matrices).

## November 11, 2014 – 3.7.1.7230

- Optimized memory usage for
`mp`

objects after on-the-fly precision change. - Fixed minor bugs in
`colon`

and matrix power functions.

## September 16, 2014 – 3.7.1.7217

- Performance of matrix computations are boosted up by additional
**25-30%**(Windows only).

## September 9, 2014 – 3.7.0.7002

- Speed of matrix computations (solvers, decompositions, etc.) is boosted up by
**30%**for real dense, by**40%**for complex dense and by**50%**for sparse cases. The improvement is for pure multiple precision computations (not quadruple).

## August 28, 2014 – 3.6.7.6340

- Added indexed assignment capability for sparse matrices (
`subsasgn`

). - Added
`nextprime, prevprime, sym2mp, mp2sym, isequal, isequaln, logical`

and`islogical`

functions. - Fixed issues with empty sparse matrices support.

## August 21, 2014 – 3.6.5.6104

- Improved code for generation of nodes and weights for Gaussian-family quadrature.

## August 15, 2014 – 3.6.5.6102

- Added
`primes, factor, gcd, lcm`

and`isprime`

functions in arbitrary precision.

## August 8, 2014 – 3.6.5.6048

- Added
`condeig`

function. - Refined
`eig`

to produce matrix of left eigenvectors:`[V,D,W] = eig(...)`

.

## August 6, 2014 – 3.6.5.6015

- Added polynomial functions:
`poly, polyeig, residue, polyder, polyval, polyvalm, deconv, polyfit`

and`polyint`

. - Refined
`eig`

to support special flags (`'vector'/'matrix'`

, etc.) .

## July 31, 2014 – 3.6.4.5174

- Added fast
`permute, ipermute, shiftdim, blkdiag, squeeze, circshift`

and`rot90`

functions.

## July 25, 2014 – 3.6.4.5128

- Added
`bsxfun`

function (and`kron`

as a consequence). - Enabled
`mp`

-objects to be used as indices in referencing operations.

## July 24, 2014 – 3.6.4.5101

- Further speed-up of data exchange with MATLAB – total speed-up in all operations is 15-20%.

## July 21, 2014 – 3.6.4.5051

- Speed-up of data exchange with MATLAB – all operations are faster now.
- Fixed bugs related to memory leaks and memory alignment.

## May 2, 2014 – 3.6.3.4945

- Updated
`hankel`

and`toeplitz`

to make it compatible with recent changes to toolbox architecture. Thanks to Ilya Tyuryukanov for reporting the bug.

## April 14, 2014 – 3.6.3.4941

- Fixed bug when scalar is passed to
`diag`

function.

## March 3, 2014 – 3.6.3.4931

- Speed of sparse matrices computations is boosted up by
**3-5**times on Linux platform.

## January 22, 2014 – 3.6.3.4889

- Fixed incompatible exception handling with MATLAB (on Linux).

Toolbox was catching all exceptions coming from withing the code. However some of the`MEX`

functions throw their own exceptions of hidden (and unknown) type to toolbox. Any attempts to catch them led to MATLAB crash. Now this is fixed – thanks to Takashi Nishikawa for sending the crash dumps.

## November 22, 2013 – 3.6.3.4872

- Improved performance of dense and sparse solvers thanks to re-designed memory layout & access patterns.
- Fixed triangular solvers, improved matrix analysis routines (positive-definite, etc.) in solvers.

## November 8, 2013 – 3.6.2.4812

- Added
`precomputeLU`

function targeted for use in iterative schemes for sparse matrices (e.g. Arnoldi process for computing eigenvalues).

New function computes and stores LU factorization of a given sparse matrix directly in toolbox’s core. Then pre-computed LU can be used to solve system of equations with different right-hand side by standard`"\"`

. Here is simple example:mp.Digits(34); A = rand(1000); A = mp(sparse((A>0.5).*A)); F = precomputeLU(A); for k=1:10 b = mp.rand(1000,1); x = F\b; % re-use of LU with different b end;

This approach has advantage over usual

`x = U\(L\(P*b))`

by avoiding overhead of transferring data between MATLAB and toolbox. - Most trigonometric & exponential functions are sped up in favor to quadruple precision.
- Fixed minor bug in
`sort`

.

## November 1, 2013 – 3.6.1.4792

- Greatly improved performance of the dense matrix solver (both real & complex) in quadruple precision mode.

Now we tear up famous competitors by even greater margin: Advanpix vs. VPA vs. Maple – Dense Solvers and Factorization.This improvement gives us right to claim that now we have the fastest quadruple precision on the planet

- Lots of small performance-oriented improvements in toolbox core – avoiding temporaries where possible, better caching, etc.

## October 20, 2013 – 3.5.6.4760

- Added routine for generalized Schur decomposition –
`qz`

. Syntax & functionality are equivalent to MATLAB’s routine with the exception that we do not support`'real'`

flag. Results are computed in`'complex`

‘ mode (default in MATLAB).mp.Digits(34); A = mp(rand(30)); B = mp(rand(30)); [AA,BB,Q,Z,V,W] = qz(A,B); a = diag(AA); b = diag(BB); l = a./b; % Check absolute error norm(Q*A*Z-AA,1) ans = 4.023065828938653331292726401171631e-32 norm(Q*B*Z-BB,1) ans = 4.06883050821433466532161841735413e-32 norm(A*V - B*V*diag(l),1) ans = 1.522296748911918101325723347183125e-31 norm(W'*A - diag(l)*W'*B,1) ans = 6.646702710471966018101416671748383e-32

- Added new function
`mp.FollowMatlabNumericFormat(true | false)`

. It allows user to choose numeric formatting preferences for the toolbox. If`true`

, toolbox will obey numeric format settings in MATLAB (show limited number of digits) or display all digits of precision otherwise (by default).Default settings can be adjusted in

`mpstartup.m`

script as usual.>> mp.Digits(30); >> mp.FollowMatlabNumericFormat(false); >> mp('pi') ans = 3.14159265358979323846264338328 >> mp.FollowMatlabNumericFormat(true); % Fixed-point formats >> format short >> mp('pi') ans = 3.1416 >> format long >> mp('pi') ans = 3.141592653589793238462643383280 % Scientific floating-point formats >> format shortE >> mp('pi') ans = 3.1416e+00 >> format longE >> mp('pi') ans = 3.141592653589793238462643383280e+00 % Fixed or scientific formats >> format shortG >> mp('pi') ans = 3.1416 >> format longG >> mp('pi') ans = 3.14159265358979323846264338328 % C99 hex float format >> format hex >> mp('pi') ans = 0x3.243f6a8885a308d313198a2e037080p+0

## October 16, 2013 – 3.5.5.4731

- (Preliminary) Added adaptive Gauss-Kronrod numerical integration routine –
`quadgk`

. It is completely compatible with default MATLAB function including options and all arguments.>> mp.Digits(34); >> f = @(x) exp(-x.^2).*log(x).^2; >> Q = quadgk(f,mp(0),mp(inf),'RelTol',mp('1e-15'),'AbsTol',mp('1e-30')) Q = 1.947522180300781587359083284072062

- Fixed bug in
`mp`

constructor to handle the case with recursive precision downgrade, e.g.:`mp(mp(pi,50),10)`

. Both cases – dense and sparse are covered.

## September 26, 2013 – 3.5.5.4665

- New sparse matrices serialization, now it is much more efficient and supports
`NZMAX`

parameter to reserve space / lower chances for costly re-allocations during computations. - Indexed referencing (
`subsref`

) is now supported for sparse matrices. For example:`A(:), A(2,3), A(1,:)`

, etc. Please note – indexed assignment for sparse matrices is not yet implemented. - Fixed bug in
`diff`

. MATLAB ignores indexation overloads and calls built-in functions in methods of the class. This is quite an unpleasant surprise (another violation of classic OOP design). Anyway ODE routines now work correctly.

## September 17, 2013 – 3.5.5.4629

- All direct solvers for sparse matrices (LDL
^{T}, SuperLU and QR) are optimized for quadruple precision. Speed gain is approx.

times. Tables with new timings can be found here.**x10** - Sparse QR has been fixed and improved, now we can solve undetermined systems as well.
- Added new functions:
`conv`

and`poly`

. - Fixed bug in
`subsref`

, related to special case of vector indexing.

## September 5, 2013 – 3.5.4.4586

- Added direct solver for sparse matrices, operator
`"\"`

.

Solver includes sparse LDL^{T}, SuperLU and QR decomposition enabled with arbitrary precision support. The most appropriate method is chosen automatically depending on matrix properties. - Added arithmetic operations for sparse matrices (
`+,-,*`

) and new functions:`sparse`

and`transpose`

. Usage syntax & semantic is completely compatible with MATLAB’s rules. - Improved support of empty matrices when used as indices.
- Speed-up of sparse matrices handling, mixed complexity matrix multiplication, conversion to double, formatted output, etc.
- Fixed bugs in
`subsasgn, subsref, norm`

and`roots`

.

## August 13, 2013 – 3.5.2.4293

- Completely re-designed arbitrary precision arithmetic engine with emphasis on performance. Now real arithmetic operations are up to
faster. Complex operations are`20%`

times faster.`x2`

This improvement has major impact on overall performance of the toolbox. Thus, Fourier transform has became ** x2** times faster (as direct consequence of faster complex arithmetic). Even matrix multiplication receives benefit of

**increase in performance.**

`20%-50%`

## August 9, 2013 – 3.5.1.4260

- Added functions for sparse matrix manipulations:
`nonzeros, spfun, spones, full, nnz, nzmax`

. - Improved support of empty matrices and fixed minor bug in
`numel`

(case of sparse matrices).

## August 6, 2013 – 3.5.1.4193

- We have re-fined common array operations with improved multi-dimensional support:
`sum, prod, cumsum, cumprod, max, min, sort, fft, ifft`

. - Fourier transform speed-up by 25%.

## July 31, 2013 – 3.5.0.4112

- Very basic support of sparse matrices in multiple precision. Will extend it in upcoming versions. See Rudimentary Support for Sparse Matrices for more details.
- Custom implementation of indexing, referencing and similar operations (
`subsref`

,`subsasgn`

,`cat`

, etc.). - Matrix computations
`x2-3`

times speed up on Windows 64-bit. - Display & formatted output improvement

## July 12, 2013 – 3.4.4.3840

- We have added
`mp.randn`

function for generating normally distributed pseudorandom numbers with arbitrary accuracy. All special cases are supported for full compatibility with MATLAB:r = mp.randn(n) r = mp.randn(m,n) r = mp.randn([m,n]) r = mp.randn(m,n,p,...) r = mp.randn([m,n,p,...]) r = mp.randn r = mp.randn(size(A)) r = mp.randn(..., 'double') % 'double' is ignored r = mp.randn(..., 'single') % 'single' is ignored

Also we have refined

`mp.rand`

, now it is faster and able to generate multidimensional arrays as well.

## July 3, 2013 – 3.4.4.3828

- To resolve the problem with mixed usage of limited accuracy
`double`

precision constants in expressions with`mp`

entities, we have introduced new global setting in the toolbox:`mp.ExtendConstAccuracy()`

.

It enables/disables auto-detection and recomputing of the constants with higher precision to match toolbox’s settings, e.g.:>> mp.Digits(34); >> mp.ExtendConstAccuracy(false); >> sin(mp(pi)) 1.224646799147353177226065932274998e-16 >> mp.ExtendConstAccuracy(true); >> sin(mp(pi)) 8.671810130123781024797044026043352e-35

In the first example toolbox uses

`pi`

as it is, with`double`

precision accuracy (at most 16 correct digits). In the second example, toolbox recognizes the`pi`

constant and re-computes it with required precision of 34 digits.Be default (can be changed in

`mpstartup.m`

) we use`mp.ExtendConstAccuracy(true)`

.

## June 26, 2013 – 3.4.3.3818

- After few reports from confused users we have removed auto-detection and recomputing of commonly used constants (
`pi`

,`eps`

, etc). Now all`double`

precision constants are converted to`mp`

as it is – with at most 16 correct digits. Before toolbox was trying to recompute them in higher precision.

## May 20, 2013 – 3.4.3.3806

- Improved support for empty arrays/matrices.
- Optimized and improved
`rcond`

(including quadruple precision). - Speed up of operations with multidimensional arrays.
- Fixed minor bugs of quadruple precision mode.

## April 21, 2013 – 3.4.3.3481

- Fixed bugs in incomplete gamma function computation.
- Speed up of determinant computation.

## April 15, 2013 – 3.4.3.3452

- Real & complex Schur decomposition has been improved with more intelligent restriction on allowable number of Francis QR iterations. Thanks to Gokhan Tekeli from Bogazici University!

## March 21, 2013 – 3.4.3.3426

- Fixed bug in
`expm`

. Thanks to Dmitry Smelov from Stanford! - Fixed bug and improved performance of
`colon`

.

## March 8, 2013 – 3.4.3.3389

**New feature:**

- Added support for multidimensional arrays and operations with them. We support coefficient-wise arithmetic operators, mathematical functions, basic information, array manipulation and other functions. Example of array manipulation:
>> x = mp(eye(2)); >> a = cat(3,x,2*x,3*x) (:,:,1) = 1 0 0 1 (:,:,2) = 2 0 0 2 (:,:,3) = 3 0 0 3 >> B = permute(a,[3 2 1]); >> C = ipermute(B,[3 2 1]); >> isequal(a,C) ans = 1

## February 13, 2013 – 3.4.2.3292

**Improvements:**

**20%**performance increase in multiprecision linear algebra.- Fixed bug in Cholesky decomposition in quadruple precision mode.

## February 6, 2013 – 3.4.2.3257

**New features:**

- We have re-implemented QR decomposition with optimizations for quadruple precision. This resulted in significant speed-up by
times. We support following variants of`10-20`

`qr`

function:

`X = qr(A)`

X = qr(A,0)

[Q,R] = qr(A)

[Q,R] = qr(A,0)

[Q,R,E] = qr(A)

[Q,R,E] = qr(A,0)

Few tests with timing:

>> mp.Digits(34); % Quadruple precision >> mp.GuardDigits(0); >> A = rand(100,50); % 100 x 50 test matrix >> X = mp(A); >> tic; [Q,R] = qr(X); toc; % Full QR Elapsed time is 0.152928 seconds. >> norm(X-Q*R,1) 3.670100250272926322479797966838402e-32 >> tic; [Q,R] = qr(X,0); toc; % Economic QR Elapsed time is 0.110708 seconds. >> norm(X-Q*R,1) 3.670100250272926322479797966838402e-32

## January 20, 2013 – 3.4.2.3222

**New features:**

- This version introduces very important feature we have been working for a few months. In order to boost performance we have made thorough speed optimization of our core engine for computations in quadruple precision (34 decimal digits).
As a result we have

. Here is example of computing singular values of a 100×100 matrix:`20-50`

times better performance for matrix computations done in quadruple precision>> mp.Digits(34); % Switch to quadruple mode by using 34 decimal digits >> mp.GuardDigits(0); >> A = mp(rand(100)); % Use 100 x 100 matrix >> tic; svd(A); toc; Elapsed time is 0.133788 seconds. >> tic; [U,S,V] = svd(A); toc; Elapsed time is 0.668525 seconds. >> norm(A-U*S*V',1) % Accuracy check 1.605428118251356861603279613248978e-31

Basic matrix operations, eigensolvers and some decomposition routines are already updated to be much faster in quadruple precision. Further extensions are under development.

- Routine
`eig()`

is extended to support arbitrary matrices`A,B`

when computing solution of generalized eigenvalue problem with quadruple precision.>> mp.Digits(34); >> mp.GuardDigits(0); >> A = mp(rand(100)); >> B = mp(rand(100)); >> [V,D] = eig(A,B); >> norm(A*V - B*V*D,1) 2.827686455535796940129031614889614e-30

## January 9, 2013 – 3.4.0.3172

**New features:**

- Added new solver for ordinary differential equations –
`ode113`

. - Both ODE solvers
`ode45`

and`ode113`

are enabled with the support of event functions.

**Bug fix:**

- Fixed minor bug in operations involving mp-objects with different precisions.

## December 28, 2012 – 3.4.0.3116

**Improvements:**

- Fixed incompatibility with the latest OpenMP version included in
`MATLAB R2012b`

. Our sincere gratitude goes to Kazuho Ito from University of Yamanashi for his excellent help in finding and investigating the problem.Unfortunately it comes with the price of dropping support of old

`R2008b`

. Now toolbox supports all versions of`MATLAB`

starting from`R2009b`

.

## December 19, 2012 – 3.4.0.3041

**Improvements:**

- Performance has been improved by 20% – 50% in most of mathematical operations.

We have switched to Intel C++/Fortran Compilers and their new OpenMP runtime provides this gain.Side effect is that Windows & MATLAB R2008b users need to define special environment variable

`KMP_DUPLICATE_LIB_OK=TRUE`

in order to enable compatibility with older Intel Compilers (used to build R2008b).

## December 1, 2012 – 3.4.0.3028

**Improvements:**

- Due to growing number of customers using Windows 8 we have added support for the OS.

## November 7, 2012 – 3.4.0.3017

**Improvements:**

- Few months ago we have started re-implementation of linear algebra algorithms to benefit from multi-core parallelism. Basically this means that performance of the toolbox will be better on systems with more cores/CPUs.
Today’s release is the first version with enabled parallelism in basic matrix operations, like multiplication.

**Bug fix:**

- Fixed (similar)bugs in matrix left and right divide. We have used in-proper speed optimization for a special case when one matrix is real and other has complex elements.

## October 31, 2012 – 3.4.0.2947

**Improvements:**

**Performance is increased by**:`2.5-3`

times in majority of linear algebra functions including`qr, svd, eig, schur, hess`

.- Algorithm for automatic detection and re-calculation of common constants is improved to avoid false-positive errors.

## October 24, 2012 – 3.3.9.2842

**Bug fix:**

- Fixed bug in matrix properties analysis stage of
`eig()`

function. Imaginary part of elements were erroneously stripped off in case of complex diagonal matrices.

**Improvement:**

- Speed up of multi-precision arithmetic engine by
`5-10%`

. - Dynamic memory manager is tuned to gain more speed on
`Windows 7`

.

## October 3, 2012 – 3.3.8.2794

**New features:**

- Added new function,
`balance`

aimed to improve accuracy of computation of eigenvalues and/or eigenvectors. It applies similarity transformation (permutation & scaling) to a matrix so that row and column norms becomes approximately equal.

Algorithm is based on`xGEBAL`

,`xGEBAK`

from`LAPACK`

library. All MATLAB’s features are supported:`[T,B] = balance(A)`

[S,P,B] = balance(A)

B = balance(A)

B = balance(A,'noperm')

## October 2, 2012 – 3.3.8.2785

**New features:**

- Added new function,
`rcond`

to compute the 1-norm estimate of the reciprocal condition number.

Algorithm is based on`xGECON`

routines from`LAPACK`

, both complex and real matrices are supported. Usage syntax is compatible with`MATLAB`

:`c = rcond(A)`

## September 25, 2012 – 3.3.8.2776

**New features:**

- Added new functions,
`mod`

and`idivide`

. They are needed for some built-in functions to work correctly with multi-precision entities (e.g.`unwrap`

).

**Improvement:**

- Mathematical expression parsing & evaluation have been completely re-written to be more error-robust and flexible.

## August 8, 2012 – 3.3.8.2725

**New feature:**

- Now display format of mp-entities are controlled by MATLAB’s formatted output settings. We support the following formats:
`short, long, shortE, longE, shortG, longG, shortEng, longEng`

and`hex`

.Short formats show only 4 digits after the decimal point. Long formats show full precision.

>> mp.Digits(30); % Fixed-point formats >> format short >> mp('pi') 3.1416 >> format long >> mp('pi') 3.141592653589793238462643383280 % Scientific floating-point formats >> format shortE >> mp('pi') 3.1416e+00 >> format longE >> mp('pi') 3.141592653589793238462643383280e+00 % Fixed or scientific formats >> format shortG >> mp('pi') 3.1416 >> format longG >> mp('pi') 3.14159265358979323846264338328 % C99 hex float format >> format hex >> mp('pi') 0x3.243f6a8885a308d313198a2e037080p+0

## July 26, 2012 – 3.3.8.2715

**New features:**

- Added functions for conversion to integers and vice versa:
`int8, uint8, int16, uint16, int32, uint32, int64`

and`uint64`

:>> x = mp(int64(magic(3))) 8 1 6 3 5 7 4 9 2 >> int64(x) ans = 8 1 6 3 5 7 4 9 2 >> x = mp(intmax('uint64')) 18446744073709551615 >> uint64(x) ans = 18446744073709551615

An interesting fact is that MATLAB

**rounds**floating point numbers to nearest integer in conversion:>> int32(1.2) ans = 1 >> int32(1.5) ans = 2

This is quite unexpected and contradicts the majority of other programming languages, where decimal parts are just

**truncated**.

## July 25, 2012 – 3.3.8.2702

**New features:**

- Added functions for specialized matrices computing:
`compan, hankel, vander, toeplitz, mp.hilb`

and`mp.invhilb`

.Hilbert matrix inversion test:

% Multiprecision Computing Toolbox: >> mp.Digits(100); >> norm(mp.invhilb(20) - inv(mp.hilb(20)),1) 9.3295712880......440476004039710173e-51 % MATLAB: >> norm(invhilb(20) - inv(hilb(20)),1) Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 1.155429e-019. ans = 1.74653540359445e+028

Please note, integer-valued special matrices can be converted to

`mp`

objects directly, e.g.:mp(eye(10)) mp(ones(15)) mp(zeros(7)) mp(magic(3)) mp(rosser,100) mp(wilkinson(15)) mp(hadamard(8)) mp(pascal(5))

**Bug fixes:**

- Fixed bug in element-wise
`power`

function when`NaN`

was returned for small negative arguments.

## July 19, 2012 – 3.3.8.2684

**Improvement:**

- Code for data interchange between toolbox and MATLAB has been re-written to be more generic. This is the next step towards sparse matrices support. This part is greatly optimized thanks to reduced number of heap memory (de-)allocations.

## July 10, 2012 – 3.3.8.2651

**Improvement:**

- We have implemented adaptive computational load balancing between Pade approximation and ISS (inverse scaling and squaring) in matrix logarithm. Now
`logm()`

is more stable and much faster.

## July 6, 2012 – 3.3.8.2637

**New features:**

- Added functions for 2-D fast Fourier transform,
`fft2`

and`ifft2`

. All features and special cases are supported to provide full compatibility with standard functions:

Y = fft2(X)

Y = fft2(X,m,n)`Y = ifft2(X)`

Y = ifft2(X,m,n)

y = ifft2(..., 'symmetric')

y = ifft2(..., 'nonsymmetric')

- Added
`subsindex`

function for smooth usage of`mp`

objects as indexes to matrix coefficients.

**Bug fixes:**

- Fixed bug in
`ifft`

related to special case when a`'symmetric'`

option is supplied.

## June 22, 2012 – 3.3.7.2611

**New features:**

- Added
`fprintf()`

function. Now`mp`

numbers can be printed the same way as standard floating point numbers:>> fprintf('double pi = %f and \n50-digits pi = %.50f\n', pi, mp(pi,50)) double pi = 3.141593 and 50-digits pi = 3.14159265358979323846264338327950288419716939937511

This combined with auto-recomputing of commonly used constants makes existing scripts porting to arbitrary precision even easier. There are much less modifications needed in code than before.

**Improvements:**

- We have implemented new heap memory management for entities of the
`mp`

type. Memory of “disposed” objects is not freed immediately but can be re-used for new objects without slow system calls (allocation/deallocation). This gives up to**two times a performance boost in all linear algebra functions**.

## June 20, 2012 – 3.3.6.2600

**New features:**

- Automatic detection and re-calculation of commonly used
`double`

constants if they are encountered in expressions with multi-precision numbers.Usage of limited precision

`double`

constants (like`pi`

,`exp(1)`

,`sqrt(2)`

, etc.) in arbitrary precision computations has always been one of the main source of low accuracy final results.General rule is that floating-point constants should be re-computed in high precision from the beginning:

mp('pi') mp('sqrt(2)') mp('exp(1)') mp('log(2)') mp('catalan') mp('euler') ...

See More on Existing Code Porting for details.

***

The new version of toolbox automatically detects and re-calculates common constants encountered in computations with arbitrary precision, including`pi`

,`sqrt(2)`

,`exp(1)`

,`log(2)`

,`eps`

:>> pi ans = 3.141592653589793 >> mp(pi,50) % pi is automatically re-computed to have 50 correct digits 3.14159265358979323846264338327950288419716939937511 >> mp(eps,50) % eps is automatically recognized and adjusted to supplied precision 1.069105884036878258456214586860592751526078752042e-50 >> mp(10*sqrt(2)/571,50) % fractions with constants are also supported 0.024767312826148774935230975905598915561640488185236

Additionally toolbox correctly recognizes constants if they are used with fractional coefficients, e.g:

`7*pi/3`

,`10*eps`

,`sqrt(2)/2`

.Hopefully this new feature will make porting of existing programs to arbitrary precision even easier.

**Bug fixes:**

- Extended
`dot`

product to support vectors of different shapes, e.g. row – column. - Fixed incompatibility of
`funm`

with older versions of MATLAB.

## June 14, 2012 – 3.3.5.2519

**New features:**

Matrix functions (`logm`

in particular) have been completely revised thanks to feedback of Numerical Linear Algebra Group from The University of Manchester. Now we use the state-of-the-art Schur-Parlett algorithm for computing general matrix function described in the following references:

- P. I. Davies and N. J. Higham, A Schur-Parlett algorithm for computing matrix functions. SIAM J. Matrix Anal. Appl., 25(2):464-485, 2003.
- N. J. Higham, Functions of Matrices: Theory and Computation, Society for Industrial and Applied Mathematics, Philadelphia, PA, USA, 2008.

## June 12, 2012 – 3.3.5.2511

**New features:**

- Added
`ordschur()`

– eigenvalues reordering in complex Schur factorization. All special cases are supported:

[US,TS] = ordschur(U,T,select)

[US,TS] = ordschur(U,T,keyword)

[US,TS] = ordschur(U,T,clusters)

In some situations, order of eigenvalues within clusters might not coincide with what is generated by MATLAB. This is because we do additional minimization of permutations to gain more speed. Otherwise functionality is identical to MATLAB’s built-in`ordschur()`

. - Added solver for triangular Sylvester equation,
`A*X + X*B = C`

. Syntax is`trisylv(A,B,C)`

.

## June 5, 2012 – 3.3.4.2487

**New features:**

- Added matrix power function,
`mpower()`

. We use binary squaring for integer powers and combination of`expm`

,`logm`

for other cases (preliminary). - Added support for logical variables, now can be used with
`mp`

numbers in comparisons, conversions, and expressions:

mp('1')==true

mp(false)

mp('pi') + true

**Bug fixes:**

- Fixed premature stop in Schur factorization due to restriction on maximum iteration count in Francis QR step algorithm.
- Fixed program crash when a user without administrator rights tries to install toolbox in restricted folders (e.g. Program Files)

**Improvements:**

- Implemented workaround for
`libstdc++`

& dynamic`std::string`

problem on Mac OS X. No more segfaults because of this! - Improved performance in
`mp`

output routines thanks to removed dependency on`boost::format`

which was extremely sloooow and buggy on Mac OS X.

***

Above ‘Version History’ doesn’t reflect development prior June 2012.

Idea for Multiprecision Computing Toolbox was born on September 13, 2010.

Development started in February 2011, with the first public version released on September 16, 2011.

Major new versions are released twice a month, with minor updates – almost every day.