Re: Matrix exponentiation in FORTRAN

#1 03-31-2008, 09:23 AM

"none" <none@none.net> wrote in message news

an.2008.02.07.19.33.04.969000@none.net...
> On Thu, 07 Feb 2008 07:43:36 -0800, Richard Maine wrote:
>
> > Ian Bush <I.J.Bush@ku.ca.ld> wrote:
> >
> >> As if by magic, Maayan appeared !
> >
> >> > I hope I've come to the right place - please redirect me if there's a
> >> > more appropriate forum to be asking these questions.
> >> >
> >> > I am trying to figure out how to compute the exponential of a matrix
> >> > in FORTRAN - something similar to expm used in MATLAB, and MatrixExp
> >> > in Mathematica. I've gone through LAPACK's online documentation but
> >> > couldn't find an answer. Is there some way of getting this done? I'd
> >> > appreciate your kind help with this.
> >> >
> >
> >> Again I'm not an expert and better algorithms may exist,
> >
> > Quite a few ways exist. Pretty much all of them have "issues", depending
> > on the details of the needed usage. *THE* reference work on the question
> > is Moler's 1978 paper "Ninteen Dubious Ways to Compute the Exponential
> > of a Matrix". I suggest just googling the phrase "Ninteen dubious ways".
> > Worked for me, including finding an update paper from 2003.
>
> As well as many hits, a web search also produced
>
> http://www.maths.uq.edu.au/expokit/

Beware using this hotchpotch of Fortran 90 and F77.
The codes use the CMPLX function on double precision values,
and do not specify the kind.

This converts to a single precision result.

As well, there are other dubious practices of using DBLE(A*B)
where apparently DPROD should have been used, or DBLE(A)*DBLE(B).

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