[Numpy-discussion] Matrix Expontial for differenr t.

Nadav Horesh nadavh@visionsense....
Mon Jan 28 10:48:27 CST 2013


I did not try it, but I assume that you can build a stack of diagonal matrices as a MxNxN array and use tensordot with the matrix v (and it's inverse). The trivial way to accelerate the loop is to calculate in inverse of v before the loop.

   Nadav
________________________________________
From: numpy-discussion-bounces@scipy.org [numpy-discussion-bounces@scipy.org] on behalf of Till Stensitzki [mail.till@gmx.de]
Sent: 28 January 2013 18:31
To: numpy-discussion@scipy.org
Subject: [Numpy-discussion] Matrix Expontial for differenr t.

Hi group,
is there a faster way to calculate the
matrix exponential for different t's
than this:

def sol_matexp(A, tlist, y0):
    w, v = np.linalg.eig(A)
    out = np.zeros((tlist.size, y0.size))
    for i, t in enumerate(tlist):
        sol_t = np.dot(v,np.diag(np.exp(-w*t))).dot(np.linalg.inv(v)).dot(y0)
        out[i, :] =  sol_t
    return out

This is the calculates exp(-Kt).dot(y0) for a list a ts.

greetings
Till

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