OONumerics User : |
From: Evgenii Rudnyi (usenet_at_[hidden])
Date: 2007-01-22 14:15:40
> I am going to do HPC, but before that I want my program be as fast as possible.
>Even when doing HPC, the whole procedure will be slow enough, so I need a faster numerical
>library which calculates eigenvalues and eigenvectors with great
performance.
>What is the fastest numerical library in C++? Or should I quit C++ for
faster
>numerical calculations and switch to Fortran?
You should check the algorithm employed to compute matrix exponential. A
good algorithm is much more important than a programing language.
A very good starting point is
Moler and Van Loan "Nineteen Dubious Ways to Compute the Exponential of
a Matrix, Twenty-Five Years Later"
Unfortunately, I do not have reference at hand. Then look at
R. B. Sidje, "Expokit: A software package for computing matrix
exponentials," ACM Transactions On Mathematical Software, vol. 24, pp.
130-156, 1998.
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.
Best wishes,
Evgenii
erudnyi at cadfem point de