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For non sparse matrix m, is MatrixExp[m, v] supposed to be faster than MatrixExp[m].v? This seems to be true only if m is purely real or imaginary.

Block[{n = 500},
v = RandomComplex[1. + I, n];
s = RandomReal[{-1., 1.}, {n, n}];
s1 = RandomComplex[1. + I, {n, n}];
]

MatrixExp[s].v; // AbsoluteTiming

{0.12628, Null}

MatrixExp[s, v]; // AbsoluteTiming

{0.0379219, Null}

MatrixExp[s1].v; // AbsoluteTiming

{0.365637, Null}

MatrixExp[s1, v]; // AbsoluteTiming

{5.17002, Null}

MatrixExp[s1, v, Method -> "Krylov"]; // AbsoluteTiming

{4.93712, Null}

MatrixExp[s1, v, Method -> "Pade"]; // AbsoluteTiming

{0.416058, Null}

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  • $\begingroup$ I can't reproduce that. Try quitting kernel between calculations. I'm getting MatrixExp[s1, v]; // AbsoluteTiming``{5.*10^-6, Null} $\endgroup$
    – Feyre
    Jul 27, 2016 at 21:18
  • $\begingroup$ @Feyre Hi, I tried quitting kernels between calculations and got the same results. What version of Mathematica are you using? $\endgroup$
    – user64620
    Jul 27, 2016 at 21:35
  • $\begingroup$ Curious, now I'm getting slow results too. $\endgroup$
    – Feyre
    Jul 27, 2016 at 21:49
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    $\begingroup$ I'm voting to close because I cannot reproduce the issue. If others manage to reproduce this reliably then I'm happy to take back that vote. $\endgroup$ Jul 27, 2016 at 23:11
  • $\begingroup$ I get very similar results to what the OP shows running his code on V10.4.1 on OS X 10.10.2. $\endgroup$
    – m_goldberg
    Jul 28, 2016 at 0:20

1 Answer 1

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Mr.Wizard

Timing results in Mathematica 10.1.0 under Windows 7 x64:

{0.0660777, Null}

{0.0303608, Null}

{0.190943, Null}

{1.46382, Null}

{1.41635, Null}

{0.183233, Null}

So I confirm MatrixExp[s1, v] and MatrixExp[s1, v, Method -> "Krylov"] as being slower on my system.


Alexey Popkov

Timing results with Mathematica 10.4.1 under Windows 7 x64 (CPU with 2 physical cores):

{1.26094, Null}

{0.638639, Null}

{1.26434, Null}

{19.7368, Null}

{18.708, Null}

{1.89468, Null}

Mariusz Iwaniuk

Timing results with Mathematica 10.2.0 under Windows 8.1 x64 (CPU with 2 physical cores):

{1.03687, Null}

{0.128066, Null}

{3.9396, Null}

{21.1016, Null}

{21.0798, Null}

{3.95479, Null}

( Use this Community Wiki to share any other timing results of interest. )

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  • $\begingroup$ "Krylov" is really only good for large, sparse matrices, and mostly intended for use with the action form of the exponential on a vector. $\endgroup$ Jul 28, 2016 at 1:28
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    $\begingroup$ @J.M. One wonders then why MatrixExp[s1, v] seemingly defaults to this method on my system? $\endgroup$
    – Mr.Wizard
    Jul 28, 2016 at 1:32
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    $\begingroup$ My point was that it is not fair to "Krylov" to be using a dense matrix as the argument; of course it will then be slow. Have you also tried Method -> "BlockDecomposition"? $\endgroup$ Jul 28, 2016 at 1:40
  • $\begingroup$ @J.M. BlockDecomposition is even slower when I tested it. The slowdown is also present for sparse matrix m. $\endgroup$
    – user64620
    Jul 28, 2016 at 14:28
  • $\begingroup$ @Alexey, can you confirm the OP's observations regarding "BlockDecomposition"? $\endgroup$ Aug 1, 2016 at 6:48

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