[eigen] Feature proposal: Action of Matrix Exponential

[Alek Pikl <alekpikl@xxxxxxxxx>]

Dear All,

 

In our application, we do not necessarily need the matrix exponential exp(A) but rather its action c = exp(A) * b on a vector. This is a quite common problem and this paper [1] presents an algorithm to compute the solution. Are there any efforts to implement this algorithm within Eigen? If not, would it be interesting to implement?

 

We would generally appreciate some guidance in how to get code into Eigen as we are not familiar with Eigen’s dev process. 

 

My colleague Michael already opened an issue on gitlab (https://gitlab.com/libeigen/eigen/-/issues/1867 . 

 

Thank you very much for the feedback.

 

Best,

Alek Pikl

 

[1] http://eprints.ma.man.ac.uk/1591/1/covered/MIMS_ep2010_30.pdf