Matrix exponential times a vector
Computes EXPM(tA)b, without explicitly computing the matrix exponential, by Leja interpolation.
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Attention this code is out of date: For the current versions 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 (2026). Matrix exponential times a vector (https://se.mathworks.com/matlabcentral/fileexchange/44039-matrix-exponential-times-a-vector), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.3.0.0 (30 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.3.0.0 | Attention this code is out of date: For the current versions >2.* please visit: https://bitbucket.org/expleja/expleja
|
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| 1.2.0.0 | Update of the sub function gersh, with error correction for pure imaginary matrix. |
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| 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. |
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| 1.0.0.0 |
