Expokit multiple right hand sides

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Pranav Gupta

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Jun 18, 2019, 1:39:10 PM6/18/19
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Hello everyone,

I have ~30000x30000 sparse (~1% density), complex symmetric matrices (not Hermitian, but still symmetric, i.e., a_{ij}=a_{ji}). I wish to evaluate exp(At)v for multiple v's. I am using expv() from Matlab Expokit . How do I make this expv work for multiple right hand sides without wasting time in a for loop.

Also, is Expokit using Krylov subspace methods for my matrix? How can I find out?

If so, how can I know that my accuracy will be as good as Matlab's expm?


Sincerely,
Pranav.
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