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Re: gsl_linalg_exponential_ss()
- From: Gerard Jungman <jungman at lanl dot gov>
- To: Tino Kluge <t dot kluge at statslab dot cam dot ac dot uk>
- Cc: gsl-discuss <gsl-discuss at sources dot redhat dot com>
- Date: Wed, 29 Mar 2006 14:04:51 -0700
- Subject: Re: gsl_linalg_exponential_ss()
- References: <20060327121954.GA28592@localhost>
On Mon, 2006-03-27 at 13:19 +0100, Tino Kluge wrote:
> Hi
>
> First, many thanks for implementing matrix exponentiation into gsl!
> I was just wondering whether there's a way to speed up computation
> when faced with matrix exponentials of the form
>
> exp(t A)
>
> for many different real values t and one constant matrix A?
>
> Cheers
> Tino
If the ratios of the values (t_0, t_1, ...) are
integers, then you can get them all by taking
matrix powers. An obvious example is the case that
the values (t_0, t_1, ...) are regularly spaced,
like t_n = n dt. But otherwise I don't know any
tricks. Maybe I'm missing something clever though.
--
Gerard Jungman <jungman@lanl.gov>
Los Alamos National Laboratory