John Cremona wrote: > 2009/2/27 Jason Grout <jason-s...@creativetrax.com>: >> John Cremona wrote: >>> I have just been to a colloquium talk by numerical analyst Nick Higham >>> (Manchester) called "How to compute and not to compute a matrix >>> exponential". He has new methods which are now in mathematica, matlab >>> and NAG but (apparantly) nowhere else. He only seemed interested in >>> getting good speed & precision to 16 decimals but (when I asked) >>> confirmed that the methods should apply to give arbitrary precision. >>> >>> I just checked and see that Sage's matrix exp() uses something stupid >>> except over RDF/CDF where it uses a pade approximation method via >>> numpy. The method of the talk was a variant of that, the main trick >>> being to use exactly the right order of Pade approx. so maximise >>> precision and speed. >>> >>> I would like to know how good the numpy method is, and whether it can >>> be improved to this "state of the art" version at least for RDF. Then >>> it could be another selling point for Sage. >> >> Could you CC the numpy devlist as well on this? It sounds exciting! > > I will if you give me the address (or you can perhaps?). It might be > worth including Higham's URL: > http://www.maths.manchester.ac.uk/~higham/ as he has lots of his > talks up there including some which are similar to the one I heard.
I looked, and we actually use the scipy matrix exponential function. I copied this message to the scipy dev list and CC'd you, John. See: http://projects.scipy.org/pipermail/scipy-dev/2009-February/011427.html FYI, the list is the scipy-dev list; see http://www.scipy.org/Mailing_Lists Jason --~--~---------~--~----~------------~-------~--~----~ To post to this group, send email to sage-devel@googlegroups.com To unsubscribe from this group, send email to sage-devel-unsubscr...@googlegroups.com For more options, visit this group at http://groups.google.com/group/sage-devel URLs: http://www.sagemath.org -~----------~----~----~----~------~----~------~--~---
