On Wed, Oct 20, 2010 at 20:29, Thomas Klimpel <Thomas.Klimpel@synopsys.com> wrote:

Kraus Philipp wrote:
> I would like to create a matrix exponential
> (http://en.wikipedia.org/wiki/Matrix_exponential
> ) with a boost matrix. Is there any functionality within the boost or
> the numerical bindings on LAPACK?

You could use LAPACK to compute the Schur decomposition, and compute the exponential with the help of the Schur decomposition.
Or you could use LAPACK to compute the eigen-decomposition, and compute the exponential with the help of the eigen-decomposition.

The approach with the eigen-decomposition is easier to implement, but the approach with the Schur decomposition is numerically more robust for general matrices. But let's be honest, most of us will start with the eigen-decomposition, and the result is normally good enough so that the approach with the Schur decomposition never actually gets implemented.

The two famous papers on this subject propose many more methods and explain their tradeoffs.

Regards,
Thomas

_______________________________________________
ublas mailing list
ublas@lists.boost.org
http://lists.boost.org/mailman/listinfo.cgi/ublas
Sent to: david.bellot@gmail.com