SciPy

scipy.sparse.linalg.expm

scipy.sparse.linalg.expm(A)[source]

Compute the matrix exponential using Pade approximation.

Parameters:

A : (M,M) array_like or sparse matrix

2D Array or Matrix (sparse or dense) to be exponentiated

Returns:

expA : (M,M) ndarray

Matrix exponential of A

Notes

This is algorithm (6.1) which is a simplification of algorithm (5.1).

New in version 0.12.0.

References

[R331]Awad H. Al-Mohy and Nicholas J. Higham (2009) “A New Scaling and Squaring Algorithm for the Matrix Exponential.” SIAM Journal on Matrix Analysis and Applications. 31 (3). pp. 970-989. ISSN 1095-7162