Matrix Exponential

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Matrix Exponential

Postby hanamilani » Tue Feb 12, 2013 9:18 am

Dear All,

I hardly know anything about what scalapack and lapack do, but I need an expert to guide me to find the best starting point.

I have a matrix, G, which is very big and I want to calculate e^G. Is it possible to use scalapck for such a calculation?

Thanks in advance for your guide.

Regards,
hanamilani
 
Posts: 6
Joined: Mon Jan 30, 2012 12:40 pm

Re: Matrix Exponential

Postby lawrence mulholland » Wed Aug 07, 2013 8:54 am

I assume that your matrix is sparse being very large,
in which case See Expokit...
http://www.maths.uq.edu.au/expokit/index.html

This uses a Krylov subspace technique which is likely to be the most efficient
in such cases.
lawrence mulholland
 
Posts: 14
Joined: Mon Jun 11, 2012 6:33 am
Location: NAG Ltd, Oxford, UK


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