NAG AD Library f01ec_a1w_f (real_gen_matrix_exp_a1w)
Note:a1w denotes that first order adjoints are computed in working precision; this has the corresponding argument type nagad_a1w_w_rtype.
Also available is the t1w (first order tangent linear) mode, the interface of which is implied by replacing a1w by t1w throughout this document.
Additionally, the p0w (passive interface, as alternative to the FL interface) mode is available and can be inferred by replacing of active types by the corresponding passive types.
The method of codifying AD implementations in the routine name and corresponding argument types is described in the NAG AD Library Introduction.
The routine may be called by the names f01ec_a1w_f or nagf_matop_real_gen_matrix_exp_a1w. The corresponding t1w and p0w variants of this routine are also available.
is the adjoint version of the primal routine
f01ecf computes the matrix exponential, , of a real matrix .
For further information see Section 3 in the documentation for f01ecf.
Al–Mohy A H and Higham N J (2009) A new scaling and squaring algorithm for the matrix exponential SIAM J. Matrix Anal.31(3) 970–989
Higham N J (2005) The scaling and squaring method for the matrix exponential revisited SIAM J. Matrix Anal. Appl.26(4) 1179–1193
Higham N J (2008) Functions of Matrices: Theory and Computation SIAM, Philadelphia, PA, USA
Moler C B and Van Loan C F (2003) Nineteen dubious ways to compute the exponential of a matrix, twenty-five years later SIAM Rev.45 3–49
In addition to the arguments present in the interface of the primal routine,
f01ec_a1w_f includes some arguments specific to AD.
A brief summary of the AD specific arguments is given below. For the remainder, links are provided to the corresponding argument from the primal routine.
A tooltip popup for all arguments can be found by hovering over the argument name in Section 2 and in this section.