Re: [eigen] Matrix exponential
• To: eigen@xxxxxxxxxxxxxxxxxxx
• Subject: Re: [eigen] Matrix exponential
• From: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>
• Date: Wed, 6 May 2009 14:25:52 +0200
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Yes, I agree it's useful especially since i realized that the other
approach of exponentiating eigenvalues.... only applies to
diagonalizable matrices!

The complexity of the present approach is said to be roughly 20n^3
which is huge, though, and in practice, the most common case is
exponentiating a skew-adjoint matrix (think exp(itH) where H is a
hamiltonian, think Stone's theorem...), whose diagonalization boils
down to diagonalization of a selfadjoint matrix. So it'd be very
important to make sure the selfadjointeigensolver is robust enough
that it can always safely be used without convergence issues!

Benoit

2009/5/6, Thomas Capricelli <orzel@xxxxxxxxxxxxxxx>:
>
>
> Great, I will make use of those methods, thank you !
>
> Thomas
>
> On Tuesday 05 May 2009 22:47:52 Benoit Jacob wrote:
>> Thanks for the patch, it looks good, including the appropriate use of
>> .lazy()  ;)
>> It's committed in r964042.
>
> --
> Thomas Capricelli <orzel@xxxxxxxxxxxxxxx>
> http://www.freehackers.org/thomas
>
>
>

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