scipy/scipy — pull request #527 by argriffing (2013-04-24 23:11:23+00:00)
Title: frechet derivative of the matrix exponential with tests

This is written based on my interpretation of http://eprints.ma.man.ac.uk/1218/ so that expm_frechet(A, E) is the Frechet derivative of the matrix exponential of matrix A in the direction of matrix E.

I did not go out of my way to support sparse matrices, so they are probably not supported, whereas expm currently supports sparse matrices.