Matrix exponential

Hipparchus development
1

I have a need for a matrix exponential function. I’ve implemented one using the Hipparchus RealMatrix classes and I’d like to contribute it into the project, assuming that I didn’t overlook an existing implementation.

So I have two questions:

  • I’ve translated the C++ Eigen implementation, so is that going to be OK from a licensing perspective?
  • Where is an appropriate place to put it? I was thinking a static method in the MatrixUtils class?
2

No, it’s not. Eigen is published under the terms of the MPL2 license (see http://eigen.tuxfamily.org/index.php?title=Main_Page#License, which is a weak copyleft type, whereas Hipparchus is published under the terms of the Apache V2 license which is a permissive type. So a clean-room implementation or an implementation derived for another type of software license would be needed.

Yes, I think this would be appropriate.

3

No worries. I’ve looked at the primary sources

Higham, Nicholas J. “The Scaling and Squaring Method for the Matrix Exponential Revisited.” SIAM Journal on Matrix Analysis and Applications 26, no. 4 (January 2005): 1179–93.

and

Golub, Gene H., and Charles F. van Loan. Matrix Computations . 4th ed. John Hopkins University Press, 2013.

and the algorithm is straightforward to follow. I’ll go for a clean-room implementation.

4

I’ve made a pull request on github.
I’m relatively new to open source contributions, so please let me know if there’s something I should do differently.

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