kexpmv

Matrix Exponential using Krylov Subspace Routines

Implements functions from 'EXPOKIT' (<https://www.maths.uq.edu.au/expokit/>) to calculate matrix exponentials, Sidje RB, (1998) <doi:10.1145/285861.285868>. Includes functions for small dense matrices along with functions for large sparse matrices. The functions for large sparse matrices implement Krylov subspace methods which help minimise the computational complexity for matrix exponentials. 'Kexpmv' can be utilised to calculate both the matrix exponential in isolation along with the product of the matrix exponential and a vector.

Total

1,466

Last month

96

Last week

19

Average per day

3

Daily downloads

Total downloads

Description file content

Package
kexpmv
Type
Package
Title
Matrix Exponential using Krylov Subspace Routines
Version
0.0.3
Author
Meabh G. McCurdy
Maintainer
Meabh G. McCurdy
Depends
methods, SparseM, R (>= 3.0.2)
LinkingTo
Rcpp (>= 0.11.0)
Copyright
See kexpmv/inst/notes/LAPACK_LICENSE.txt for src/lapack.f.
Description
Implements functions from 'EXPOKIT' () to calculate matrix exponentials, Sidje RB, (1998) . Includes functions for small dense matrices along with functions for large sparse matrices. The functions for large sparse matrices implement Krylov subspace methods which help minimise the computational complexity for matrix exponentials. 'Kexpmv' can be utilised to calculate both the matrix exponential in isolation along with the product of the matrix exponential and a vector.
License
GPL (>= 2)
LazyData
yes
ByteCompile
true
NeedsCompilation
yes
Repository
CRAN
Packaged
2018-01-11 13:43:05 UTC; 40061290
Collate
'kexpmv.R'
RoxygenNote
6.0.1
Date/Publication
2018-01-11 14:19:23 UTC

install.packages('kexpmv')

0.0.3

5 months ago

Meabh G. McCurdy

GPL (>= 2)

Depends on

methods, SparseM, R (>= 3.0.2)

Discussions