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ISayMoo
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Re: Calculate the derivative of exp(A) over A

July 16th, 2018, 7:45 pm

AFAIK this method is quite slow for larger matrices, and best algorithms are those published by N. Higham and coauthors, as posted above by Farid. NB, TensorFlow also uses a similar algo: https://www.tensorflow.org/api_docs/pyt ... inalg/expm
 
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Cuchulainn
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Re: Calculate the derivative of exp(A) over A

July 16th, 2018, 7:49 pm

 
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ISayMoo
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Re: Calculate the derivative of exp(A) over A

July 17th, 2018, 12:15 am

Yes, but I prefer to ask the experts directly.
 
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katastrofa
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Re: Calculate the derivative of exp(A) over A

July 20th, 2018, 12:42 am

Is the question in physics? Infinitesimal symmetry transformations? exp(a*H) = 1+ a*H + O(H^2)? ;-)
 
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ISayMoo
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Re: Calculate the derivative of exp(A) over A

July 20th, 2018, 7:18 pm

No, another thing we talked about ;-)
 
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katastrofa
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Re: Calculate the derivative of exp(A) over A

July 20th, 2018, 7:36 pm

Oh, OK. That's just 99 topics to parse (from this month)...
 
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Cuchulainn
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Re: Calculate the derivative of exp(A) over A

July 20th, 2018, 9:00 pm

Is the question in physics? Infinitesimal symmetry transformations? exp(a*H) = 1+ a*H + O(H^2)? ;-)
https://www.tu-braunschweig.de/Medien-D ... cture6.pdf
 
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ISayMoo
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Re: Calculate the derivative of exp(A) over A

July 21st, 2018, 3:51 pm

Would differentiating a Pade approximation of exp(H) over H_{kl} give a good approximation of d exp(H) / dH_{kl}? I suppose not...
 
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katastrofa
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Re: Calculate the derivative of exp(A) over A

July 23rd, 2018, 12:25 am

Certainly better than the Taylor series I suggested above :oops: It's (not) funny, but the only time I actually used a Padé approximant was at the exam to the course in algorithmics by a Professor who looked a bit like Stallman, if you recollect the (in-)famous toe jam eating. Then I turned a physicist and my world was truncated at the first order term of the power series expansion. I once ventured an order farther and I still keep receiving inquiries if I've seen any dragons and sea monsters.
 
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Cuchulainn
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Re: Calculate the derivative of exp(A) over A

July 23rd, 2018, 3:27 pm

Would differentiating a Pade approximation of exp(H) over H_{kl} give a good approximation of d exp(H) / dH_{kl}? I suppose not...
No.
 
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ISayMoo
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Re: Calculate the derivative of exp(A) over A

July 23rd, 2018, 7:50 pm

Then I turned a physicist and my world was truncated at the first order term of the power series expansion. I once ventured an order farther and I still keep receiving inquiries if I've seen any dragons and sea monsters.
One respected (?) Polish professor of physics said in my presence "if the 2nd order expansion is not enough then the 4th order one won't suffice either, and you should just give up" :D
 
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ISayMoo
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Re: Calculate the derivative of exp(A) over A

July 23rd, 2018, 7:51 pm

Would differentiating a Pade approximation of exp(H) over H_{kl} give a good approximation of d exp(H) / dH_{kl}? I suppose not...
No.
I thought so...
 
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Cuchulainn
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Re: Calculate the derivative of exp(A) over A

July 23rd, 2018, 10:15 pm

Would differentiating a Pade approximation of exp(H) over H_{kl} give a good approximation of d exp(H) / dH_{kl}? I suppose not...
No.
I thought so...
Take the Pade (0,1) (or was it (1,0) ?) [$]e^x[$] approximate by [$]1+x[$] on [-1,1]

1: Compute maximum error using 101 calculus
2. Compute derivative
3. GOTO 1

Gets worser and worser.
 
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ISayMoo
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Re: Calculate the derivative of exp(A) over A

July 24th, 2018, 6:41 am

I know. I was hoping for some $MAGIC cancellation.
 
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Cuchulainn
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Re: Calculate the derivative of exp(A) over A

July 24th, 2018, 10:22 am

Thinking out loud (don't know if it will work, but it might). Differentiate 

du./dt = Au in time to get 

d^2u/dt^2 = d(Au)/dt (A = A(t) in general

Then write as an ODE system

dv/dt = Bv  where B is a nested matrix.

Only(?) issue is to compute du/dt at t = 0 (usually by heuristic handwaving) (*)

Boost odeint could test it..

(*) this is the trick used in Keller's box scheme
https://wwwf.imperial.ac.uk/~ajacquie/I ... uffyCN.pdf
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