ExponentialUtilities.jl

Fast and differentiable implementations of matrix exponentials, Krylov exponential matrix-vector multiplications ("expmv"), KIOPS, ExpoKit functions, and more. All your exponential needs in SciML form.
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75 Stars
Updated Last
12 Months Ago
Started In
August 2018

ExponentialUtilities

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ExponentialUtilities is a package of utility functions for matrix functions of exponential type, including functionality for the matrix exponential and phi-functions. These methods are more numerically stable, generic (thus support a wider range of number types), and faster than the matrix exponentiation tools in Julia's Base. The tools are used by the exponential integrators in OrdinaryDiffEq. The package has no external dependencies, so it can also be used independently.

Tutorials and Documentation

For information on using the package, see the stable documentation. Use the in-development documentation for the version of the documentation, which contains the unreleased features.

Example

using ExponentialUtilities

A = rand(2,2)
exponential!(A)

v = rand(2); t = rand()
expv(t,A,v)