src/libexpm/README.md

In wrathematics/libexpm: Matrix Exponentiation

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Copyright 2013-2014, Drew Schmidt. All rights reserved.

Introduction

libexpm is a portable, high-performance C library for computing the matrix exponential of a dense matrix.

Formally, a matrix exponential is the power series:

expm(X) = I + X/1! + X^2/2! + X^3/3! + ...

Building

To build the library, you will need:

• Cmake 2.6
• BLAS and LAPACK libraries.
• R >= 2.15.0 if building the R/ subtree.

Build with make. Both shared and static libraries will be produced in the build/ tree.

License

The library is released under the 2-clause BSD license. See the file LICENSE for more details.

Routines and Documentation

wrathematics/libexpm documentation built on May 4, 2019, 9:52 a.m.