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 computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
matrix_exponential is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version and a Python version.
test_mat, a Python code which defines test matrices.
test_matrix_exponential, a Python code which defines a set of test cases for computing the matrix exponential.