Re: MatrixExponential
- To: mathgroup at smc.vnet.net
- Subject: [mg42805] Re: MatrixExponential
- From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
- Date: Wed, 30 Jul 2003 04:07:32 -0400 (EDT)
- Organization: Universitaet Leipzig
- References: <bfrjts$rbu$1@smc.vnet.net>
- Reply-to: kuska at informatik.uni-leipzig.de
- Sender: owner-wri-mathgroup at wolfram.com
Hi, the MatrixExp[] ist typical computed by the transformation of the matrix to diagonal form, for a diagonal matrix the Exp[m] is just the exponetial of the diagonal matrix with the exponential of th eigenvalues and the matrix is transformed back to the original basis. How ever the eigenvectors (and the transformation matrix) is usual *not* sparse and Mathematica or any system can help you ... Regards Jens Janak Wedagedera wrote: > > Hello, > > I am using Mathematica 4.2 on Linux. > > I have a question on sparse matrices: > > - Is there any way to compute matrix exponential > (via MatrixExp) for sparse matrices in version > 4.2 ? It works fine for matrices of order \le 100, > but I do not know how to use it to compute exp(A t) type > of thing when A is sparse (band, of order \ge > 1000). > > Thanks in advance, > Janak.