kexpmv

This package utilises some of the matrix exponential routines included in EXPOKIT (\url{http://www.maths.uq.edu.au/expokit/}), which is software designed to calculate matrix exponentials for small dense or large sparse matrices. This package includes functions to calculate both the matrix exponential in isolation as well as the product of the matrix exponential with a vector.

When the matrix is sparse in nature as well as having large dimensions, this means many of the elements in the matrix are zero. Similar to EXPOKIT this package transforms the matrices into Compressed Row Storage (CRS) format before the matrix exponentiation is performed.