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Java implementation of the matrix exponential method by Al-Mohy and Higham (2011)

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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

This implementation is derived from their original MATLAB codes and uses the MTJ library.

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Java implementation of the matrix exponential method by Al-Mohy and Higham (2011)

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