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Attention this code is out of date: For the current versions 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 (2024). Matrix exponential times a vector (https://www.mathworks.com/matlabcentral/fileexchange/44039-matrix-exponential-times-a-vector), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012a
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.3.0.0

Attention this code is out of date: For the current versions >2.* please visit: https://bitbucket.org/expleja/expleja
Fixed a but that might occur during the substep selection if the first guess is bigger than the allowed number of substeps.
1.2.0.0

Update of the sub function gersh, with error correction for pure imaginary matrix.
1.1.0.0

Updated the exptaylordd method. This version is faster in the current MATLAB version. The old version of this function is still included as a comment.
1.0.0.0