sparse_matrix_exponential::expm_generator< T > Struct Template Reference

Matrix exponential of generator matrix multiplied by vector. More...

#include <sparse_matrix_exponential.hpp>

Public Member Functions
T	getN (T rho)
	Uniformization Grassmann (1977) eq. 10. => error < 1e-4 rho=abs(max(diag(Q)))
vec	operator() (vec x)
	Evaluate x^T*exp(Q)

Detailed Description

template<class T>
struct sparse_matrix_exponential::expm_generator< T >

Matrix exponential of generator matrix multiplied by vector.

This method assumes Q is a generator matrix, i.e rowsums(Q)=0, diagonal elements are negative, other entries are non-negative. Uniformization is used to determine the number of terms in series.

Note

Multiplication with vector is from the left: x^T * exp(Q)

Definition at line 242 of file sparse_matrix_exponential.hpp.

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The documentation for this struct was generated from the following file:

• sparse_matrix_exponential.hpp