gsl_linalg_exponential_ss()

Gerard Jungman jungman@lanl.gov
Wed Mar 29 21:08:00 GMT 2006


On Mon, 2006-03-27 at 13:19 +0100, Tino Kluge wrote:
> Hi
> 
> First, many thanks for implementing matrix exponentiation into gsl!
> I was just wondering whether there's a way to speed up computation
> when faced with matrix exponentials of the form
> 
>  exp(t A)
> 
> for many different real values t and one constant matrix A?
> 
> Cheers
> Tino

If the ratios of the values (t_0, t_1, ...) are
integers, then you can get them all by taking
matrix powers. An obvious example is the case that
the values (t_0, t_1, ...) are regularly spaced,
like t_n = n dt. But otherwise I don't know any
tricks. Maybe I'm missing something clever though.

-- 
Gerard Jungman <jungman@lanl.gov>
Los Alamos National Laboratory



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