[SciPy-dev] Missing functions --> Matrix functions, generalized eigenvalue problem, iterative solvers, CWT (Continuos wavelet transform)

[Nils Wagner]

Hi all,

The current output of 
>>> help (linalg)

is

 Linear algebra routines.

Solving Linear Systems:

  inv        --- Find the inverse of a square matrix
  solve      --- Solve a linear system of equations
  det        --- determinant of a matrix
  pinv       --- Moore-Penrose pseudo inverse (using least-squares)
  pinv2      --- Moore-Penrose pseudo inverse (using SVD)
  lstsq      --- Least-squares solve

Matrix Factorizations:

  lu         --- LU decomposition
  cholesky   --- Cholesky factorization
  qr         --- QR factorization
  schur      --- Schur decomposition
  rsf2csf    --- Real to complex schur form.
  norm       --- vector and matrix norm
  eig        --- eigenvectors and eigenvalues
  eigvals    --- only eigenvalues
  svd        --- singular value decomposition

Matrix Functions

  expm       --- exponential (using Pade approximation)
  cosm       --- cosine
  sinm       --- sine
  tanm       --- tangent
  coshm      --- hyperbolic cosine
  sinhm      --- hyperbolic sine
  tanhm      --- hyperbolic tangent
  funm       --- arbitrary function

>>>
Is there any progress in implementing the matrix logarithm logm ?
Has anyone written some functions concerning the generalized eigenvalue
problem
(or even more general polynomial eigenvalue problems), that
is 

A x = \lambda B x 

(\lambda^n A_n + \dots + \lambda A_1 + A_0) x = 0 

Are there any iterative solvers (CG, GMRES, ...) ?

Nils

I am also looking for discrete and continuous wavelet transforms.