Numerical Analysis and Scientific Computing

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Software

 

Software University of Innsbruck:

ExpLeja: Computes EXPM(tA)b, without explicitly computing the matrix exponential, by Leja interpolation, code

See below for development version

 Code included in preprints:

The Leja method revisited: backward error analysis for the matrix exponential (submitted):

Current development status of the code: MATLAB code

 Code included in published papers:

Comparison of software for computing the action of the matrix exponential:

MATLAB files to compute the matrices used in the examples: MATLAB code
The file spaceapproximation.m was provided by Tambue A. and is part of the paper:
Tambue, A., Lord, G.J., Geiger, S.:
An exponential integrator for advection-dominated reaction transport in heterogeneous porous media. J. Comp. Phys. 229(10), 3957-3969 (2010)