matrix_exponential, a Python code which exhibits and compares some algorithms for approximating 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. Even for this simple case, and for a matrix of small order, it can be quite difficult to compute the matrix exponential accurately.
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.
test_matrix, a Python code which defines test matrices for which the condition number, determinant, eigenvalues, eigenvectors, inverse, null vectors, P*L*U factorization or linear system solution are known. Examples include the Fibonacci, Hilbert, Redheffer, Vandermonde, Wathen and Wilkinson matrices.
test_matrix_exponential, a Python code which defines a set of test cases for computing the matrix exponential.