This sparse matrix of order 2,529 and with 90,158 non-zero elements was used in Sidje (1998) to illustrate the application of Expokit.
Niels Richard Hansen [email protected]
Sidje, R. B. (1998) Expokit. Software Package for Computing Matrix Exponentials. ACM Trans. Math. Softw. 24(1), 130-156.
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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)
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