Jutho / KrylovKit.jl

Krylov methods for linear problems, eigenvalues, singular values and matrix functions
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Feature request: Multiple timesteps in Exponentiate #71

Open MasonProtter opened 1 year ago

MasonProtter commented 1 year ago

Suppose I have some linear operator A and I want to know the result of exp(t * A) * v for a bunch of different values of t. The naïve way to do this would be to do something like map(t -> exponentiate(A, t, v), ts), but if I understand correctly, there's a lot of work that done for each t that could be re-used between iterations, especially if the ts are some sort of sorted sequence.

Is this something that'd be easy to support in KrylovKit?

Jutho commented 1 year ago

I guess that would be a rather straightforward generalisation.