Matrix exponential?

2013-05-28 Thread Michael McCormick
Hi folks, I'm looking at a few linear algebra libraries for a Java project. I need to implement clustering of a graph whose edge weights come from a matrix exponential. I've noticed that, of the three major math libraries I've found available in Java (JBLAS, Colt, Commons Math), only JBLAS

Re: Matrix exponential?

2013-05-28 Thread Ted Dunning
I think I am under informed here. Isn't the matrix exponential normally computed using eigen decomposition? It seems from the series expansion that all that is involved is to exponentiate the diagonal in the eigen vector form. Sent from my iPhone On May 28, 2013, at 11:18, Michael

Re: Matrix exponential?

2013-05-28 Thread Michael McCormick
and a square-and-rescale technique that is supposedly faster and numerically very robust. On May 28, 2013, at 3:28 PM, Ted Dunning ted.dunn...@gmail.com wrote: I think I am under informed here. Isn't the matrix exponential normally computed using eigen decomposition? It seems from the series

Re: Matrix exponential?

2013-05-28 Thread Ted Dunning
...@gmail.com wrote: I think I am under informed here. Isn't the matrix exponential normally computed using eigen decomposition? It seems from the series expansion that all that is involved is to exponentiate the diagonal in the eigen vector form