Re: [ublas] matrix exponential

Subject: Re: [ublas] matrix exponential
From: David Bellot (david.bellot_at_[hidden])
Date: 2010-10-21 02:52:46

Hi Thomas,

do you have the references to these 2 papers you're mentioning ?

David

On Wed, Oct 20, 2010 at 20:29, Thomas Klimpel
<Thomas.Klimpel_at_[hidden]>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
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-- 
David Bellot, PhD
david.bellot_at_[hidden]
http://david.bellot.free.fr