ExponentialAction

ExponentialAction is a lightweight package that implements the action of the Matrix exponential using the algorithm of Al-Mohy and Higham [^AlMohyHigham2011][^Expmv].

[^AlMohyHigham2011]: Al-Mohy, Awad H. and Higham, Nicholas J. (2011) Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators. SIAM Journal on Scientific Computing, 33 (2). pp. 488-511. ISSN 1064-8275 doi: 10.1137/100788860, eprint: eprints.maths.manchester.ac.uk/id/eprint/1591 [^Expmv]: https://github.com/higham/expmv

The API of this package is a single function expv(t, A, B) that computes exp(t * A) * B for a scalar t, matrix A, and matrix or vector B, without computing exp(t * A). For large matrices A, this is significantly less expensive than calling exp(t * A) * B directly.

See the Documentation for details.