[SciPy-User] Matrix Exponentials For Very Large Sparse Matrices

Dylan Gorman dgorman@berkeley....
Fri Jan 22 18:17:19 CST 2010


Hi Folks,

I'd like to exponentiate very large sparse matrices with scipy, and I  
would be very grateful for any suggestions. Currently, I'm running  
into memory errors exponentiating random matrices of order 10^3x10^3  
with the standard linalg.expm() routine. However, I suspect that I may  
realistically be able to handle somewhat larger matrices since the  
actual matrices I will be using are quite sparse. Ideally, I'd like to  
be able to exponentiate matrices of size 10^5-10^6 x 10^5 - 10^6.  
However, there does not seem to be any linalg.sparse.expm() function-- 
is this because there is in fact no advantage to exponentiating sparse  
matrices? Or would I need to implement something by hand?

Thank you very much,
Dylan Gorman


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