expmv - Matrix exponential times a vector.

About

expmv contains two MATLAB 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 in

A. H. Al-Mohy and N. J. Higham, "Computing the action of the matrix exponential, with an application to exponential integrators" SIAM J. Sci. Comput., 33(2):488--511, 2011.