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Re: Using expm in C++
From: |
Matyas |
Subject: |
Re: Using expm in C++ |
Date: |
Tue, 07 Feb 2012 10:08:54 -0600 |
Hi,
Are you sure you need full matrix exponentiation? That is for arbitrary matrices? If your matrices were symmetric then I would do an eigendecomposition VDV' and compute Vexp(D)V'. When I need to do exponentiation many times in the algorithm I try to maintain the eigendecomposition throughout.
I have done this in my research in machine learning applications. If you tell me more about your overall problem I can try to help further. You can ommit the list.
Good luck!
-Matyas
Sent from an Android phone running a Linux kernel.