Theano/Theano — pull request #2285 by rmcgibbo (2014-11-23 03:30:51+00:00)
Title: [ENH] Matrix exponential op and gradient

- Adds a new matrix exponential Op to `slinalg.py`, implemented with `scipy.linalg.expm`.
- Adds an op for the gradient of the matrix exponential, for hermetian matrices.

The use case for this function is in the parameterization of continuous time markov processes. E.g.
http://www.jstor.org/discover/10.2307/2288545?uid=3739560&uid=2&uid=4&uid=3739256&sid=21104617114271