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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


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!


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