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Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators

Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators

A new algorithm is developed for computing $e^{tA}B$, where A is an $n\times n$ matrix and B is $n\times n_0$ with $n_0 \ll n$. The algorithm works for any A, its computational cost is dominated by the formation of products of A with $n\times n_0$ matrices, and the only input …