[Scipy-tickets] [SciPy] #1691: enhancement: update scipy.linalg.expm algorithm

SciPy Trac scipy-tickets@scipy....
Wed Jul 11 03:33:54 CDT 2012


#1691: enhancement: update scipy.linalg.expm algorithm
--------------------------------------+-------------------------------------
 Reporter:  goxberry                  |       Owner:  somebody   
     Type:  enhancement               |      Status:  new        
 Priority:  low                       |   Milestone:  Unscheduled
Component:  Other                     |     Version:  devel      
 Keywords:  expm, matrix exponential  |  
--------------------------------------+-------------------------------------
 The current matrix exponential algorithm in scipy.linalg.expm is from N.
 J. Higham, "The scaling and squaring method for the matrix exponential
 revisited." SIAM J. Matrix. Anal. Appl., 26(4): 1179-1193, 2005.

 Nick Higham has since improved this algorithm. A description of the
 improved algorithm can be found in the preprint at
 http://eprints.ma.man.ac.uk/1442/02/covered/MIMS_ep2009_9.pdf
 or in A. Al-Mohy, N. J. Higham, "A new scaling and squaring algorithm for
 the matrix exponential", SIAM J. Matrix Anal. Appl., 31(3): 970-989, 2009.

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Ticket URL: <http://projects.scipy.org/scipy/ticket/1691>
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