TMB Documentation  v1.9.11
Classes
sparse_matrix_exponential Namespace Reference

Sparse matrix exponentiation. More...

Classes

struct  config
 Shared configuration parameters for expm_series and expm_generator More...
 
struct  expm_generator
 Matrix exponential of generator matrix multiplied by vector. More...
 
struct  expm_series
 Matrix exponential multiplied by vector. More...
 

Detailed Description

Sparse matrix exponentiation.

This namespace contains methods to calculate x^T*exp(A) when A is a sparse matrix.

License: GPL v2