Abstract: We consider a generalization of the Laplace transform of Poisson shot noise defined as an integral transform with respect to a matrix exponential. We denote this as the matrix Laplace ...
This repository implements (RK)$^2$EXPINT, a technique leveraging rational Krylov subspace approximations to the matrix exponential acting on vectors for the ...
Abstract: We consider a complex-valued L × L exponential correlation matrix. Such a matrix has unit diagonal elements; each lower off-diagonal element is the correlation coefficient raised to the ...
Recent work uses a simplistic approximation to the matrix exponential derivative to apply gold-standard models from evolutionary biology to a collection of challenging data analyses. Whereas one may ...
matrices-expm is a collection of MATLAB functions that generate the selected matrices for testing the matrix exponential. All matrices are square and have a fixed size, ranging from 2-by-2 to 20-by-20 ...
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