Matrix Exponential using Krylov Subspace Routines

Implements functions from 'EXPOKIT' (< https://www.maths.uq.edu.au/expokit/>) to calculate matrix exponentials, Sidje RB, (1998) . Includes functions for small dense matrices along with functions for large sparse matrices. The functions for large sparse matrices implement Krylov subspace methods which help minimise the computational complexity for matrix exponentials. 'Kexpmv' can be utilised to calculate both the matrix exponential in isolation along with the product of the matrix exponential and a vector.


This package utilises some of the matrix exponential routines included in EXPOKIT (\url{http://www.maths.uq.edu.au/expokit/}), which is software designed to calculate matrix exponentials for small dense or large sparse matrices. This package includes functions to calculate both the matrix exponential in isolation as well as the product of the matrix exponential with a vector.

When the matrix is sparse in nature as well as having large dimensions, this means many of the elements in the matrix are zero. Similar to EXPOKIT this package transforms the matrices into Compressed Row Storage (CRS) format before the matrix exponentiation is performed.

News

KEXPMV VERSION 0.0.3

CHANGES TO CORRECT FOR GNU EXTENSIONS BEING USED HAVE BEEN MADE BY REMOVING UNNECESSARY CODE IN BLAS_MOD.F, MY_EXPOKIT.F and LAPACK.F FILES.

Reference manual

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install.packages("kexpmv")

0.0.3 by Meabh G. McCurdy, a year ago


Browse source code at https://github.com/cran/kexpmv


Authors: Meabh G. McCurdy <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on methods, SparseM

Linking to Rcpp


See at CRAN