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

Charles R Harris charlesr.harris@gmail....
Fri Jan 22 19:04:06 CST 2010


On Fri, Jan 22, 2010 at 5:17 PM, Dylan Gorman <dgorman@berkeley.edu> wrote:

> 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?
>
>
Out of curiosity, do the matrices have any special structure? For instance,
are they banded or symmetric? Also, why to you want to exponentiate them?

Chuck
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