[SciPy-User] [SciPy-user] Matrix Exponentials For Very Large Sparse Matrices
Fri Jan 22 20:47:18 CST 2010
On Fri, Jan 22, 2010 at 8:58 PM, Burak1327
> The most simple approximations are polynomial expansions.
> Chebychev polynomials are GREAT, even a 2nd order
> Taylor expansion is good enough in a lot of cases, specific to
> your type of problem.
> Which leads to actual scipy discussion. I'm no scipy expert, but
> the above mentioned methods are probably in the library.
Here's an example of using f2py to compile expokit (see slides 15 - 21):
Expokit website: http://www.maths.uq.edu.au/expokit/
Uses Krylov methods for sparse matrices; these will use more memory
than the polynomial expansion methods that Burak mentioned.
More information about the SciPy-User