The implementation of exponential integrators requires the action of the matrix exponential and related functions of a large matrix. There are various methods in the literature for carrying out this task. In this paper we describe a new implementation of a method based on interpolation at Leja points. We numerically compare this method with others from the literature. As we are interested in exponential intergrators we choose the test examples from spatial discretization of time dependent partial differential equations in two and three space dimensions. The test matrices thus have large eigenvalues and can be nonnormal.

Comparison of software for computing the action of the matrix exponential

CALIARI, Marco;
2014-01-01

Abstract

The implementation of exponential integrators requires the action of the matrix exponential and related functions of a large matrix. There are various methods in the literature for carrying out this task. In this paper we describe a new implementation of a method based on interpolation at Leja points. We numerically compare this method with others from the literature. As we are interested in exponential intergrators we choose the test examples from spatial discretization of time dependent partial differential equations in two and three space dimensions. The test matrices thus have large eigenvalues and can be nonnormal.
Leja interpolation; action of matrix exponential; exponential integrators
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/867174
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