[Scipy-tickets] [SciPy] #1897: expmFrechet would be nice

SciPy Trac scipy-tickets@scipy....
Sun Apr 21 23:19:11 CDT 2013

#1897: expmFrechet would be nice
 Reporter:  unknown (google)              |       Owner:  pv         
     Type:  enhancement                   |      Status:  new        
 Priority:  low                           |   Milestone:  Unscheduled
Component:  scipy.linalg                  |     Version:  0.12.0     
 Keywords:  linalg matfuncs expm frechet  |  
 I have an application where I need to compute the matrix exponential
 expm(A) and also the upper right block of expm([[A, E], [0, A]]).

 Luckily, there's a detailed explanation of a fast algorithm to do this.

 It is even available in R as expmFrechet.

 Perhaps if I would try to independently and manually transcribe Higham's
 published algorithm into python code and paste it into this ticket, then
 it would make its way into scipy.linalg?  I would not need a sparse matrix
 implementation, and I would only need double float precision.  I would
 probably not be up to the task of making a complete pull request on

 Maybe it could become available, using a function signature like in the R
 docs, as scipy.linalg.expm_frechet(A, E, method="SPS", compute_expm=True)
 where A and E are NxN double precision numpy ndarrays, and it would return
 either the two NxN output matrices (expm_frechet_AE, expm_A) or just the
 single NxN output matrix expm_frechet_AE depending on the value of the
 compute_expm arg.  The method arg would be either "SPS" for the clever
 algorithm or "blockEnlarge" for the dumb algorithm.  Testing would be very
 simple because expm is already implemented.

Ticket URL: <http://projects.scipy.org/scipy/ticket/1897>
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