MultiprecisionExponential

Arbitrary precision scaling and squaring algorithm for the exponential of a matrix

MultiprecisionExponential.jl implements the algorithm by Fasi and Higham to compute the exponential of a matrix at arbitrary precision.

Compatibility

Julia v1.12 or higher (maybe lower as well).

Example

using MultiprecisionExponential

A = rand(2,2)

Y = exp_mp(A, working_precision=256)

How to install

Run Julia, then... Wait for me to register the package...

References

Article:

M. Fasi and N. J. Higham, An Arbitrary Precision Scaling and Squaring Algorithm for the Matrix Exponential SIAM J. Matrix Anal. Appl., Vol. 40.4 (2019), pp.1233-1256. doi: 10.1137/18M1228876

Original MATLAB implementation at this link.