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Matrix Exponential

PostPosted: Tue Feb 12, 2013 9:18 am
by hanamilani
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,

Re: Matrix Exponential

PostPosted: Wed Aug 07, 2013 8:54 am
by lawrence mulholland
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.