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Matrix exponential times a vector

version 1.3.0.0 (30 KB) by Peter Kandolf
Computes EXPM(tA)b, without explicitly computing the matrix exponential, by Leja interpolation.

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Updated 26 Jan 2017

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Attention this code is out of date: For the current versions >2.* of this code based on
M. Caliari, P. Kandolf, A. Ostermann, S. Rainer: The Leja method revisited: backward error analysis for the matrix exponential, SIAM Journal on Scientific Computation, 38 (3), A1639-A1661(2016)

please visit: https://bitbucket.org/expleja/expleja

This submission computes the action of the matrix exponential on a vector without explicitly computing the matrix exponential. It is designed for sparse normal or non-normal matrices with a spectrum in the left half of the complex plane.
A minimal test example is included in the help.

Details of the underlying algorithm can be found in:
M. Caliari, P. Kandolf, A. Ostermann and S. Rainer, Comparison of software for computing the action of the matrix exponential. BIT, 2013, DOI: 10.1007/s10543-013-0446-0

Cite As

Peter Kandolf (2021). Matrix exponential times a vector (https://www.mathworks.com/matlabcentral/fileexchange/44039-matrix-exponential-times-a-vector), MATLAB Central File Exchange. Retrieved .

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MATLAB Release Compatibility
Created with R2012a
Compatible with any release
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