[SciPy-User] Matrix Exponentials For Very Large Sparse Matrices
Charles R Harris
Fri Jan 22 19:04:06 CST 2010
On Fri, Jan 22, 2010 at 5:17 PM, Dylan Gorman <email@example.com> 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?
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