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.
Footnotes
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Al-Mohy, Awad H. and Higham, Nicholas J. (2011) Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators. SIAM Journal on Scientific Computing, 33 (2). pp. 488-511. ISSN 1064-8275 doi: 10.1137/100788860, eprint: eprints.maths.manchester.ac.uk/id/eprint/1591 ↩