[SciPy-dev] Matrix exponential

jason-sage@creativetra... jason-sage@creativetra...
Sat Feb 28 06:31:31 CST 2009


Robert Kern wrote:
> On Fri, Feb 27, 2009 at 15:52,  <jason-sage@creativetrax.com> wrote:
>   
>> John Cremona posted the following message to the sage development list
>> about matrix exponentials.  I'm copying it to here since it asks about
>> the scipy matrix exponential method (we say numpy below, but we really
>> mean scipy...)
>>
>> John Cremona wrote:
>>
>>     
>>>>> I have just been to a colloquium talk by numerical analyst Nick Higham
>>>>> (Manchester) called "How to compute and not to compute a matrix
>>>>> exponential".  He has new methods which are now in mathematica, matlab
>>>>> and NAG but (apparantly) nowhere else.
>>>>>           
>
> Are the good methods in this paper?
>
> A New Scaling and Squaring Algorithm for the Matrix Exponential (with
> Awad Al-Mohy), MIMS EPrint 2009.9, January 2009. [new]
>
> http://eprints.ma.man.ac.uk/1217/01/covered/MIMS_ep2009_9.pdf
>
>   

John replied to me by private email and said:

"The answer to their question is -- yes, that paper looks like what he 
was talking about.
If people wish to look into it, good.  Otherwise I don't mind!"

Thanks,

Jason






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