[SciPy-User] faster expm
Sat Oct 30 09:13:09 CDT 2010
On Sat, Oct 30, 2010 at 10:02 AM, Craig Jones <email@example.com> wrote:
> Hi All,
> I have been using scipy etc for just over a year now and am now exclusively
> using it. One application I have been doing requires a matrix exponential
> (in lieu of integration). In Matlab it was very fast but using
> scipy.linalg.expm it is quite slow (as the actual algorithm is implemented
> in python). In fact about 50% of the code is spent in expm. My matrix is
> typically 9x9 to 12x12 and is about 50% zeros (most nonzero are along the
> diagonal and just off diagonal).
> What I would really like is a faster expm. I am on a MacBook Pro and use
> Enthought. I know of things like pyrex, etc. I was thinking that gsl might
> be good as it is compiled but I was having problems with libraries and gsl.
> Really I just want a solution and don't want to spend time on all these
> things. The other option, I guess, is to use a Fortran solution and then
> merge that into python.
> Has anyone got any ideas faster solutions (both for expm and for me to get
> going :-) ).
Are the other two implementation also slow in your case ?
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