https://github.com/kyleniemeyer/cf_expm

Calculates terms for partial fraction approximation to matrix exponential.
https://github.com/kyleniemeyer/cf_expm

Last synced: about 2 months ago
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Calculates terms for partial fraction approximation to matrix exponential.

• Host: GitHub
• URL: https://github.com/kyleniemeyer/cf_expm
• Owner: kyleniemeyer
• License: other
• Created: 2012-08-06T21:44:57.000Z (over 12 years ago)
• Default Branch: master
• Last Pushed: 2016-01-04T17:37:38.000Z (about 9 years ago)
• Last Synced: 2024-06-11T17:43:03.171Z (7 months ago)
• Language: C
• Size: 29.3 KB
• Stars: 0
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
cf_expm

=======

[![DOI](https://zenodo.org/badge/doi/10.5281/zenodo.44291.svg)](http://dx.doi.org/10.5281/zenodo.44291)

`cf_expm` calculates the residuals and poles needed for the rational function (partial fraction) approximation to the matrix exponential. It does this using the Carathéodory-Fejér method, and it is based on the MATLAB code in L.N. Trefethen, J.A.C. Weideman, T. Schmelzer, "Talbot quadratures and rational approximations," BIT Numer. Math. 46 (2006) 653–670. [doi:10.1007/s10543-006-0077-9](http://dx.doi.org/10.1007/s10543-006-0077-9)

It requires LAPACK and [FFTW](http://www.fftw.org/).

Usage

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Compile and link using `make`. Avoid using the compiler flag `-ffast-math`, as it seems to cause slightly incorrect results.

Run using `./cf_expm n` where `n` is the type (n, n) of approximation (i.e., number of terms):

    $ ./cf_expm 10

It can also be run without specifying n for the default (10):

    $ ./cf_expm

License

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`cf_expm` is released under the modified BSD license, see LICENSE for details.

Citation

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If you use this software as part of a scholarly publication, please cite the software directly using the DOI: [10.5281/zenodo.44291](http://dx.doi.org/10.5281/zenodo.44291)

Author

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Created by [Kyle Niemeyer](http://kyleniemeyer.com). Email address: [[email protected]](mailto:[email protected])