[SciPy-User] Matrix Exponentials For Very Large Sparse Matrices

[Nils Wagner]

On Fri, 22 Jan 2010 20:33:15 -0500
  Joshua Stults <joshua.stults at gmail.com> wrote:
> On Fri, Jan 22, 2010 at 8:24 PM, Dylan Gorman 
><dgorman at berkeley.edu> wrote:
>> Dear Chuck and Joshua,
>>
>> It's a problem in quantum simulation. I'm trying to 
>>solve d(rho)/dt =
>> L*rho for a sparse matrix L. L should be symmetric, and 
>>in principle I
>> just need to compute (e^L*t)*(rho(0)) or something--not 
>>e^(L*t)
>> explicitly.
> 
> If you end up rolling your own, it sounds like 'Method 
>20: Krylov
> space methods', in 'Nineteen Dubious Ways to Compute the 
>Exponential
> of a Matrix' is for you:
> http://www.cs.cornell.edu/cv/researchpdf/19ways+.pdf
> 

You might be interested in

http://dx.doi.org/10.1137/S0036142995280572
http://dx.doi.org/10.1137/S1064827595295337

Nils