matrixfunctions / GraphMatFun.jl

Computation graphs for matrix functions
MIT License
13 stars 0 forks source link

expm of Sastre, Ibanez, Defez #5

Closed jarlebring closed 3 years ago

jarlebring commented 3 years ago

The manuscript "Boosting the computation of the matrix exponential"

https://doi.org/10.1016/j.amc.2018.08.017

needs to be added to the code generators, e.g. as gen_sid_exp.

It's a polynomial based procedure related to what is in bbc_exp.jl

Moved from @mfasi's comment https://github.com/jarlebring/GraphMatFun.jl/issues/1#issuecomment-799764465

jarlebring commented 3 years ago

The SID method is much better than I thought. The general recursion has degree 16 with 4 multiplications, they manage to construct a polynomial that matches the Taylor polynomial for the exponential up to degree 15, compare to 12 with BBC and 9 with PS. Very close to optimal.

Screenshot_20210318_113512

Note that they have a polynomial of degree 16, but only match the 16 first coefficient, not the 17th.

jarlebring commented 3 years ago

All the graphs presented in the paper are now in gen_sid_exp, but not the case determination. I think case determination is not the focus of the package so I will close this.