expm

Function expm 

Source
pub fn expm<F>(a: &CsrMatrix<F>) -> SparseResult<CsrMatrix<F>>
where F: Float + NumAssign + Sum + SparseElement + 'static + Debug,
Expand description

Compute the matrix exponential using scaling and squaring with Padé approximation

This function computes exp(A) for a sparse matrix A using the scaling and squaring method combined with Padé approximation.

§Arguments

  • a - The sparse matrix A (must be square)

§Returns

The matrix exponential exp(A) as a sparse matrix

§Implementation Details

Uses 13th order Padé approximation for high accuracy (machine precision). The algorithm automatically selects the appropriate scaling factor based on the matrix norm to ensure numerical stability.