from
Matrix exponential
by Stefan Güttel
A rational Chebyshev method to compute the exponential of a symmetric matrix.
|
| test_rcexpmv.m |
% TEST_RCEXPMV
% Test driver for RCEXPMV.
%
% This routine can be used to solve u' = A*u, u(0) = v.
% Stefan Guettel, 2010.
randn('state',0);
d = 200; % problem size
A = -.01*(d+1)^2*gallery('tridiag',d); % matrix A (symm. neg.-semidef.)
v = randn(d,3); % 3 vectors
tol = 1e-8; % error tolerance
tic; exact = expm(full(A))*v; toc % Matlab's expm(A)*v
tic; [f,m] = rcexpmv(A,v,tol); toc % rational Chebyshev
norm(f-exact)/norm(v) % check error |
|
Contact us
