OONumerics User : |
From: S M Mahbub Murshed (murshed_at_[hidden])
Date: 2005-12-06 21:06:38
Thanks. I actually figured out that the matrices I am dealing with will
all be skew matrices, hence I used the Rodriguez's formula to solve it.
I used newmat11 matrix lib for it.
Evgenii Rudnyi wrote:
>> Hi,
>> I was looking for a library for calculating matrix exponential in a
>> C++ program. Google is not coming up with anything good. Can anybody
>> suggest any library that can do it?
>>
>
> I am not sure about C++ but you can look at:
>
> R. B. Sidje, "Expokit: A software package for computing matrix
> exponentials," ACM Transactions On Mathematical Software, vol. 24, pp.
> 130-156, 1998.
>
> and
>
> M. Hochbruck and C. Lubich, "On Krylov subspace approximations to the
> matrix exponential operator," SIAM Journal On Numerical Analysis, vol.
> 34, pp. 1911-1925, 1997.
>
> As far as I remember, both codes are in Fortran.
>
> Best wishes,
>
> Evgenii
>
-- S M Mahbub Murshed http://www.public.asu.edu/~smurshed