search

marcusps / ExpmV.jl

Julia package to compute the result of expm(t*A)*v when A is a sparse matrix, without computing expm(t*A).
Other
22 stars 12 forks source link

update to Julia 1.0? #13

Open stevengj opened 3 years ago

stevengj commented 3 years ago

Any chance of an update to be compatible with Julia 1.x? I'd be willing to help with this; #10 already updates to Julia 0.6 if that can be merged, and then one would update to Julia 0.7.

ChrisRackauckas commented 3 years ago

Most of these methods were implemented in https://github.com/SciML/ExponentialUtilities.jl . That is in some sense a spiritual successor to this library as the the method here was used as a starter code, but a lot of extensions were added from there (certain numerical stability tweaks from papers like KIOPS).

stevengj commented 3 years ago

I thought that ExponentialUtilities was based on Krylov methods, which are different from the Al-Mohy and Higham algorithm implemented in this package. It would be nice to still have the latter algorithm even if only for comparison purposes.

ChrisRackauckas commented 3 years ago

For some reason I thought this was ExpoKit.