TEST_MATRIX_EXPONENTIAL, a C library which contains some simple tests for software that computes the matrix exponential function.
Formally, for a square matrix A and scalar t, the matrix exponential exp(A*t) can be defined as the sum:
exp(A*t) = sum ( 0 <= i < oo ) A^i t^i / i!
The simplest form of the matrix exponential problem asks for the value when t = 1, that is
exp(A) = sum ( 0 <= i < oo ) A^i / i!Even for this simple case, and for a matrix of small order, it can be quite difficult to compute the matrix exponential accurately.
TEST_MATRIX_EXPONENTIAL needs the C8LIB and R8LIB libraries.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
TEST_MATRIX_EXPONENTIAL is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
MATRIX_EXPONENTIAL, a C library which demonstrates some simple approaches to the problem of computing the exponential of a matrix.
R8LIB, a C library which contains many utility routines using double precision real (R8) arithmetic.
TEST_MAT, a C library which defines test matrices.