Date: Mon, 27 Oct 1997 13:02:35 +1000 From: "Roger B. Sidje" <rbs@maths.uq.edu.au> To: r-testers@stat.math.ethz.ch Subject: R-beta: Expokit - Matrix Exponential Kit Expokit is a set of user-friendly routines (in FORTRAN 77 and MATLAB) aimed at computing matrix exponentials. More precisely, it computes either a small matrix exponential in full, the action of a large sparse matrix exponential on an operand vector, or the solution of a system of linear ODEs with constant inhomogeneity. The computation of small dense matrix exponentials is based on the rational Chebyshev approximation or the irreducible Pade approximation combined with the scaling-and-squaring technique. The backbone of the sparse routines consists of matrix-free Krylov subspace projection methods (Arnoldi and Lanczos processes) and that is why the toolkit is capable of coping with sparse matrices of very large dimension. The software handles real and complex matrices and provides tailored routines for symmetric and Hermitian matrices. When dealing with Markov chains, the computation of the matrix exponential is subject to probabilistic constraints. In addition to addressing general matrix exponentials, a distinct attention is assigned to the computation of transient states of Markov chains. Expokit is the first comprehensive package specifically design for matrix exponentials from the outset. Current users of the package find it very fast, easy-to-use, and useful. Expokit is self-contained and a number of sample drivers are included that illustrate its utilization. INTERNET expokit@maths.uq.edu.au http://www.maths.uq.edu.au/expokit The work resulting from Expokit has been accepted for publication in ACM-TOMS (Transactions On Mathematical Software). We are considering submitting the code itself to ACM-CALGO (Collected Algorithms). In order to strengthen the robustness and reliability of the software, comments and bugs that users might have will be appreciated. Roger B. Sidje Advanced Computational Modelling Centre Department of Mathematics University of Queensland Australia =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-= r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request@stat.math.ethz.ch =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=