a string indicating the method to be used; there's only
one currently; we would like to add newer ones.
rescaleBelow
if norm(A,"I") is smaller than rescaleBelow,
rescale A to norm 1 and t such that A t remains
unchanged. This step is in addition to Sidje's original algorithm
and easily seen to be necessary even in simple cases (e.g., n = 3).
tol, btol
tolerances; these are tuning constants of the
"Sidje1998" method which the user should typically not change.
m.max, mxrej
integer constants you should only change if you know what you're doing
verbose
flag indicating if the algorithm should be verbose..
Value
a list with components
eAtv
.....fixme...
Author(s)
Ravi Varadhan, Johns Hopkins University;
Martin Maechler (cosmetic, generalization to sparse matrices;
rescaling (see rescaleBelow).
References
Roger B. Sidje (1998)
EXPOKIT: Software Package for Computing Matrix Exponentials.
ACM - Transactions On Mathematical Software24(1), 130–156.
((NOT yet available!))
Al-Mohy, A. and Higham, N. (2011).
Computing the Action of the Matrix Exponential, with an Application
to Exponential Integrators.
SIAM Journal on Scientific Computing, 33(2), 488–511.