NTPoly is a massively parallel library for computing the functions of sparse, symmetric matrices based on polynomial expansions. For sufficiently sparse matrices, most of the matrix functions in NTPoly can be computed in linear time.
Basic Theory
The theory of matrix functions is a long studied branch of matrix algebra. Matrix functions have a wide range of applications, including graph problems, differential equations, and materials science. Common examples of matrix functions include the matrix exponential:
\[f(A) = e^A\]from the study of networks, or the inverse square root:
\[f(A) = A^{-\frac{1}{2}}\]from quantum chemistry. NTPoly is a massively parallel library that can be used to compute a variety of matrix using polynomial expansions. Consider for example the Taylor series expansion of a function f(x) .
\[f(x) = f(0) + f'(0)x + f''(0)\frac{x^2}{2!} + ...\]We can imagine expanding this from the function of a single variable, to a function of a matrix:
\[f(A) = f(0) + f'(0)A + f''(0)\frac{A^2}{2!} +\]where matrices can be summed using matrix addition, and raised to a power using matrix multiplication. At the heart of NTPoly are polynomial expansions like this. We implement not only Taylor expansions, but also Chebyshev polynomial expansions, and other specialized expansions based on the function of interest.
When the input matrix A and the output matrix f(A) are sparse, we can replace the dense matrix addition and multiplication routines with sparse matrix routines. This allows us to use NTPoly to efficiently compute many functions of sparse matrices.
How To Contribute
To begin contributing to NTPoly, take a look at the Wiki pages. The Developer Guide provides an overview of best development practices. Additionally, there is a Adding New Functionality page which documents how one would go about adding a matrix function to NTPoly.