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Matrix exponential times a vector 1.0

  Date Added: September 14, 2013  |  Visits: 277

Matrix exponential times a vector

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This submission contains two functions for computing EXPM(t*A)*b without explicitly forming EXPM(t*A), where A is an n-by-n matrix and b is an n-by-1 vector. This is the problem of computing the action of the matrix exponential on a vector.EXPMV(t,A,B, computes EXPM(t*A)*B, while EXPMV_TSPAN(A,b,t0,tmax,q) computes EXPM(t*A)*b for q+1 >= 2 equally spaced values of T between T0 and TMAX.The functions work for any matrix A, and use just matrix-vector products with A and A^*.Function TEST.M runs a simple test of the codes.Details on the underlying algorithms can be found inA. H. Al-Mohy and N. J. Higham. Computing the action of the matrix exponential, with an application to exponential integrators. MIMS EPrint 2010.30, The University of Manchester, 2010; to appear in SIAM J. Sci. Comput. http://eprints.ma.man.ac.uk/1536/

Requirements: No special requirements
Platforms: Matlab
Keyword: Algorithms Codes Details Found Function Matrixvector Products Simple Testm Underlying
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License: Shareware Size: 10 KB
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