ExponentialAction
ExponentialAction is a lightweight package that implements the action of the Matrix exponential using the algorithm of AlMohy and Higham ^{1}^{2}.
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.
Footnotes

AlMohy, 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. 488511. ISSN 10648275 doi: 10.1137/100788860, eprint: eprints.maths.manchester.ac.uk/id/eprint/1591
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