Sidje, R. B. (1998) Expokit. Software Package for
Computing Matrix Exponentials. ACM Trans. Math. Softw.
24(1), 130-156.
See Also
expv
Examples
data(orani) ## Load the data as a 'dgCMatrix' (CCS format)
v <- rep(1, 2529)
### Solving a system of 2529 coupled linear differential equations
system.time(wCCS <- expv(orani, v = v, t = 10))
oraniCOO <- as(orani, "TsparseMatrix") ## Coerce to COO format
### In this case, the COO format gives a slight increase in
### computational time as reported in Sidje (1998).
system.time(wCOO <- expv(oraniCOO, v = v, t = 10))
print(cbind(wCCS[1:5], wCOO[1:5]), digits = 14)