Dear expokit users/developers,
I'm using the expokit in matlab, and I have several questions about mexpv.m.
(1) It is about the initial step length,and I want to know why it is calulated by this formula (blue codes)and is there any referance for that?
fact = (((m+1)/exp(1))^(m+1))*sqrt(2*pi*(m+1));
t_new = (1/anorm)*((fact*tol)/(4*beta*anorm))^xm;
s = 10^(floor(log10(t_new))-1); t_new = ceil(t_new/s)*s;
sgn = sign(t); istep = 0;
t_step = min( t_out-t_now,t_new );
(2)It is about the local truncation error. I want to know why it is called "small step size :quick convergence" when err1>>err2 ,as well as the situation for err1>err2.
Thanks.
best regads,
Jessie