ExponentialAction

ExponentialAction is a lightweight package that implements the action of the Matrix exponential using the algorithm of Al-Mohy and Higham ¹².

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.