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Expokit

swMATH ID: 258
Software Authors: Sidje, Roger B.
Description: Expokit provides a set of routines aimed at computing matrix exponentials. More precisely, it computes either a small matrix exponential in full, the action of a large sparse matrix exponential on an operand vector, or the solution of a system of linear ordinary differential equations with constant inhomogeneity. The backbone of the sparse routines consists of matrix-free Krylov subspace projection methods (Arnoldi and Lanczos processes), and that is why the toolkit is capable of coping with sparse matrices of large dimension. The software handles real and complex matrices and provides specific routines for symmetric and Hermitian matrices. The computation of matrix exponentials is a numerical issue of critical importance in the area of Markov chains and furthermore, the computed solution is subject to probabilistic constraints. In addition to addressing general matrix exponentials, a distinct attention is assigned to the computation of transient states of Markov chains.
Homepage: http://www.maths.uq.edu.au/expokit/
Keywords: algorithms; Krylov methods; Markov chains; matrix exponential; expokit; software package; large sparse matrix
Related Software: Algorithm 919; phipm; MATLAB expm; mftoolbox; Matlab; Expint; RODAS; KIOPS; mctoolbox; Eigtool; SparseMatrix; expmARPACK; ARPACK; VODE; UMFPACK; SciPy; GitHub; SUNDIALS; MPAS-Ocean; SPARSKIT
Cited in: 209 Documents

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
Expokit: A software package for computing matrix exponentials. Zbl 0917.65063
Sidje, Roger B.
1998
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Cited by 324 Authors

16 Jimenez, Juan Carlos
11 Carbonell, Felix
11 Sidje, Roger B.
9 Blanes, Sergio
8 Biscay, Rolando J.
8 Bochev, M. A.
7 Ross, Joshua V.
6 Ju, Lili
5 Burrage, Kevin
5 de la Cruz, H.
5 Li, Dongping
5 Ponsoda, Enrique
5 Sandu, Adrian
5 Tambue, Antoine
5 Tokman, Mayya
4 Bader, Philipp
4 Caliari, Marco
4 Jódar Sanchez, Lucas Antonio
4 Lord, Gabriel James
4 Martín-Vaquero, Jesús
4 Narayanamurthi, Mahesh
4 Turner, Ian William
4 Vigo-Aguiar, Jesus
3 Casas, Fernando
3 Gunzburger, Max D.
3 Kandolf, Peter
3 MacNamara, Shev F.
3 Naranjo-Noda, F. S.
3 Ostermann, Alexander
3 Ozaki, Tohru
3 Rainer, Stefan
3 Seydaoğlu, Muaz
3 Tranquilli, Paul
3 Vo, Huy D.
3 Wang, Zhu
3 Zhang, Rongpei
2 Bergamaschi, Luca
2 Bertaccini, Daniele
2 Burrage, Pamela M.
2 Cao, Youfang
2 Carr, Elliot Joseph
2 Cong, Yuhao
2 Cortés López, Juan Carlos
2 Crawford, Forrest W.
2 de la Cruz Cancino, H.
2 Drovandi, Christopher C.
2 Duddu, Ravindra
2 Durastante, Fabio
2 Einkemmer, Lukas
2 Faddy, Malcolm J.
2 Gao, Huadong
2 Gaudreault, Stéphane
2 Geiger, Sebastian
2 Gleich, David F.
2 Gottlieb, Sigal
2 Grant, Zachary J.
2 Higham, Nicholas J.
2 Ho, Lam Si Tung
2 Hoang, Thi-Thao-Phuong
2 House, Thomas
2 Isherwood, Leah F.
2 Jawecki, Tobias
2 Kloster, Kyle
2 Li, Xiao
2 Liang, Jie
2 Loffeld, John
2 Michels, Dominik Ludewig
2 Navarro, Enrique A.
2 Oseledets, Ivan Valer’evich
2 Pettitt, Anthony N.
2 Pieper, Konstantin
2 Pollett, Philip K.
2 Pudykiewicz, Janusz A.
2 Rainwater, Greg
2 Reichel, Lothar
2 Roy, Debasish
2 Saad, Yousef
2 Sadkane, Miloud
2 Suchard, Marc A.
2 Terebus, Anna
2 Tyrtyshnikov, Evgeniĭ Evgen’evich
2 Vasu, Ram Mohan
2 Vianello, Marco
2 Weiner, Rüdiger
2 Wu, Gang
2 Xue, Jungong
2 Ye, Qiang
2 Zhang, Xiuying
2 Zhu, Jiang
1 Ackerer, Damien
1 Ait-Haddou, Rachid
1 Alizard, Frédéric
1 Alvermann, Andreas
1 Arias, Enrique
1 Ashi, Hala A.
1 Auzinger, Winfried
1 Behnke, Ronny
1 Bersier, Louis-Félix
1 Bhatt, Harish P.
1 Binder, Benjamin James
...and 224 more Authors
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Cited in 72 Serials

23 Journal of Computational Physics
22 Journal of Computational and Applied Mathematics
13 Applied Numerical Mathematics
12 Applied Mathematics and Computation
9 BIT
9 Journal of Scientific Computing
8 Numerical Algorithms
7 Computers & Mathematics with Applications
7 SIAM Journal on Scientific Computing
6 SIAM Journal on Matrix Analysis and Applications
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2 SIAM Review
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1 International Journal for Numerical Methods in Fluids
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1 Journal of Fluid Mechanics
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1 Mathematics of Computation
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1 European Journal of Applied Mathematics
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1 ETNA. Electronic Transactions on Numerical Analysis
1 Advances in Computational Mathematics
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1 Journal of the Royal Statistical Society. Series C. Applied Statistics
1 International Journal of Numerical Modelling
1 European Journal of Mechanics. B. Fluids
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1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys

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