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.