Expokit in Fortran Wiki

**Expokit** is a software package by Roger B. Sidje that
provides matrix exponential routines for small dense or very
large sparse matrices, real or complex.
Expokit is free for non-commercial use.
## Examples
The following function provides a [[Fortran 90]] interface
for computing $\mathrm{e}^{tH}$ for a dense, square,
real matrix $H$ via Expokit:
~~~~~~~~~~ {: lang=fortran }
 ! double precision kind constant
 integer, parameter :: dp = kind(1.d0)
 ! Calculate exp(t*H) for an N-by-N matrix H using Expokit.
 function expm(t, H) result(expH)
 real(dp), intent(in) :: t
 real(dp), dimension(:,:), intent(in) :: H
 real(dp), dimension(size(H,1),size(H,2)) :: expH
 ! Expokit variables
 external :: DGPADM
 integer, parameter :: ideg = 6
 real(dp), dimension(4*size(H,1)*size(H,2) + ideg + 1) :: wsp
 integer, dimension(size(H,1)) :: iwsp
 integer :: iexp, ns, iflag, n
 if (size(H,1) /= size(H,2)) then
 stop 'expm: matrix must be square'
 end if
 n = size(H,1)
 call DGPADM(ideg, n, t, H, n, wsp, size(wsp,1), iwsp, iexp, ns, iflag)
 expH = reshape(wsp(iexp:iexp+n*n-1), shape(expH))
 end function expm
~~~~~~~~~~
## References
* Sidje, R. B. (1998).
 [Expokit. A Software Package for Computing Matrix Exponentials](http://www.maths.uq.edu.au/expokit/paper.pdf).
 *ACM Transactions on Mathematical Software* 24, 130-156.
## External Links
* [Expokit homepage](http://www.maths.uq.edu.au/expokit/)
* [Expokit license](http://www.maths.uq.edu.au/expokit/copyright)