Finding matrix exponential of a matrix in MKL

StackOverflow https://stackoverflow.com/questions/16801213

  •  30-05-2022
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Question

Is there a way to calculate the matrix exponential of a matrix in MKL? I have looked at the reference manual but I was only able to find v?Exp() which is for finding the exponential of vector elements.

(I am basically looking for the MATLAB expm() equivalent)

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Solution

Can be done using 'Scaling and Squaring' method.

Implemented the solution as a function here.

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