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

Joshua Stults joshua.stults@gmail....
Fri Jan 22 19:16:12 CST 2010


On Fri, Jan 22, 2010 at 8:04 PM, Charles R Harris
<charlesr.harris@gmail.com> wrote:
>
>
> 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?
>
Another question: do you need the matrix exponential explicitly, or do
you just need it's action on a vector?

> Chuck
>
>
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-- 
Joshua Stults
Website: http://j-stults.blogspot.com


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