[SciPy-User] Matrix Exponentials For Very Large Sparse Matrices
Fri Jan 22 18:17:19 CST 2010
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?
Thank you very much,
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