https://github.com/armanbilge/amh11
Java implementation of the matrix exponential method by Al-Mohy and Higham (2011)
https://github.com/armanbilge/amh11
exponential matrix-functions numerical-methods
Last synced: 2 months ago
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Java implementation of the matrix exponential method by Al-Mohy and Higham (2011)
- Host: GitHub
- URL: https://github.com/armanbilge/amh11
- Owner: armanbilge
- Created: 2016-02-29T05:21:38.000Z (over 10 years ago)
- Default Branch: master
- Last Pushed: 2016-04-01T03:47:56.000Z (about 10 years ago)
- Last Synced: 2025-01-01T03:13:45.338Z (over 1 year ago)
- Topics: exponential, matrix-functions, numerical-methods
- Language: Java
- Size: 12.7 KB
- Stars: 2
- Watchers: 4
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# AMH11
A Java implementation of the matrix exponential method described by Al-Mohy and
Higham (2011), which computes the action of a matrix exponential on a vector
without explicitly forming the matrix exponential.
> Al-Mohy, A. H., & Higham, N. J. (2011). Computing the action of the matrix
> exponential, with an application to exponential integrators. *SIAM Journal on
> Scientific Computing, 33*(2), 488–511.
> doi:[10.1137/100788860](http://dx.doi.org/10.1137/100788860)
This implementation is derived from their original
[MATLAB codes](http://www.mathworks.com/matlabcentral/fileexchange/29576-matrix-exponential-times-a-vector)
and uses the [MTJ library](https://github.com/fommil/matrix-toolkits-java).