Skip to content

added missing matrix exponentiation methods #29782

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
StefanKarpinski merged 6 commits into from
Oct 30, 2018
Merged

added missing matrix exponentiation methods #29782

Show file tree
Hide file tree
Changes from 5 commits
Commits
Show all changes
6 commits
Select commit Hold shift + click to select a range
61d6384
added missing matrix exponentiation methods
ExpandingMan Oct 23, 2018
9881db3
added some tests
ExpandingMan Oct 23, 2018
0c483a8
moved new methods to LinearAlgebra
ExpandingMan Oct 23, 2018
72266ad
added general method and cleaned up tests
ExpandingMan Oct 24, 2018
9def8c7
moved methods
ExpandingMan Oct 24, 2018
6b9f486
eliminate spurious allocation
ExpandingMan Oct 29, 2018
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 4 additions & 0 deletions stdlib/LinearAlgebra/src/dense.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -489,6 +489,10 @@ julia> exp(A)
exp(A::StridedMatrix{<:BlasFloat}) = exp!(copy(A))
exp(A::StridedMatrix{<:Union{Integer,Complex{<:Integer}}}) = exp!(float.(A))

Base.:^(b::Number, A::AbstractMatrix) = exp(log(b)*A)
Copy link
Member

@fredrikekre fredrikekre Oct 29, 2018

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

This could actually call exp!(log(b)*A) since the multiplication returns a new array.

# method for ℯ to explicitly elide the log(b) multiplication
Base.:^(::Irrational{:ℯ}, A::AbstractMatrix) = exp(A)

## Destructive matrix exponential using algorithm from Higham, 2008,
## "Functions of Matrices: Theory and Computation", SIAM
function exp!(A::StridedMatrix{T}) where T<:BlasFloat
Expand Down
7 changes: 7 additions & 0 deletions stdlib/LinearAlgebra/test/dense.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -428,6 +428,13 @@ end
end
end

@testset "^ tests" for elty in (Float32, Float64, ComplexF32, ComplexF64, Int32, Int64)
# should all be exact as the lhs functions are simple aliases
@test ℯ^(fill(elty(2), (4,4))) == exp(fill(elty(2), (4,4)))
@test 2^(fill(elty(2), (4,4))) == exp(log(2)*fill(elty(2), (4,4)))
@test 2.0^(fill(elty(2), (4,4))) == exp(log(2.0)*fill(elty(2), (4,4)))
end

A8 = 100 * [-1+1im 0 0 1e-8; 0 1 0 0; 0 0 1 0; 0 0 0 1]
@test exp(log(A8)) ≈ A8
end
Expand Down