matrix_exponential, a Fortran77 code which computes the matrix exponential function.
Formally, for a square matrix A and scalar t, the matrix exponential function 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. Even for this simple case, and for a matrix of small order, it can be quite difficult to compute the matrix exponential accurately.
This code needs the r8lib() library. The test code requires the TEST_MATRIX_EXPONENTIAL library.
The information on this web page is distributed under the MIT license.
matrix_exponential is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.
expokit, a Fortran77 library which solves various forms of the matrix exponential problem, by Roger Sidje.
r8lib, a Fortran77 library which contains many utility routines using double precision real (R8) arithmetic.
test_mat, a Fortran77 library which defines test matrices.
test_matrix_exponential, a Fortran77 library which defines a set of test cases for computing the matrix exponential.