Timeline for Exponential of large matrices
Current License: CC BY-SA 2.5
4 events
| when toggle format | what | by | license | comment | |
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| Jun 23, 2011 at 15:02 | comment | added | Nilima Nigam | @Xodorap, to be clear: there are scores of excellent algorithms out there for sparse matrix operations. What we need to get from you is a categorical statement like 'I want the matrix exponential itself' or 'I want the solution of the diffusion equation $u_t=Au$ with given data'. There are lots of acceptable approaches in either case, but they are not the same. As Will and Chris point out, it is rare for someone to genuinely need $e^A$ for a large, symmetric and sparse $A$. | |
| May 30, 2010 at 20:54 | comment | added | Xodarap | Yeah, I must admit that when I asked this question I didn't realize it was so unsolved. I thought the answer would be "use the really-big-sparse-matrix add-on to Matlab" or something. That being said, sparse adjacency graphs (e.g. the web, genome mapping, etc.) appear all the time, and so I don't believe that there is no acceptable solution - I will accept that there is no perfect solution, but the problem seems too common for there to be no standard toolkit. | |
| May 29, 2010 at 18:26 | comment | added | Will Jagy | Glad somebody sees this my way. I googled "diffusion kernel," this problem is very far from being simply about exponentiating matrices. Then I deleted my answer, nobody seemed interested. Paper by Kondor and Lafferty, presentations by Liang Sun and then Bruno Jedynak. | |
| May 29, 2010 at 17:58 | history | answered | Chris Godsil | CC BY-SA 2.5 |