[SciPy-User] [SciPy-user] Matrix Exponentials For Very Large Sparse Matrices

[Joshua Stults]

On Fri, Jan 22, 2010 at 8:58 PM, Burak1327
<burak.o.cankurtaran at alumni.uts.edu.au> wrote:
>
>
> 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):
http://sf.anu.edu.au/~mhk900/Python_Workshop/short.pdf

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.

-- 
Joshua Stults
Website: http://j-stults.blogspot.com