Expokit Expokit is a set of user-friendly routines (in FORTRAN 77 and MATLAB) aimed at computing matrix exponentials. More precisely, it computes either a small matrix exponential in full, the action of a large sparse matrix exponential on an operand vector, or the solution of a system of linear ODEs with constant inhomogeneity. The backbone of the sparse routines consists of Krylov subspace projection methods (Arnoldi and Lanczos processes) and that is why the toolkit is capable of coping with sparse matrices of very large dimension. The software handles real and complex matrices and provides tailored routines for symmetric and Hermitian matrices. When dealing with Markov chains, the computation of the matrix exponential is subject to probabilistic constraints. In addition to addressing general matrix exponentials, a distinct attention is assigned to the computation of transient states of Markov chains. Expokit is the first comprehensive package specifically design for matrix exponentials from the outset.

Current Version:   Oct/97 License Type:   Free

Home Site: http://www.maths.uq.edu.au/expokit/ Source Code Availability: Yes Available Binary Packages: Debian Package:   No RedHat RPM Package:   No Other Packages:   No Targeted Platforms: UNIX, tested on SUN, IBM, and SGI Software/Hardware Requirements: LAPACK, BLAS (the required LAPACK/BLAS Fortran routines are included in the distribution) and Fortran compiler Matlab for Matlab version

Other Links: None Mailing Lists/USENET News Groups: Mailing list: expokit@maths.uq.edu.au (served with Majordomo) User Comments: None See A Screen Shot? (Not Yet)

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