[petsc-users] computing matrix exponentials

[Jose E. Roman]

El 19/01/2014, a las 09:22, amlan barua escribió:

> Jed,
> Which one will give better performance - 1) a precomputed exp(A*t) and dense matrix-vector multiplication exp(A*t) v  or 2) computing  exp(A*t) v using Krylov subspace methods. My exp(A*t) will not change between time steps.
> Amlan
> 

For large sparse A the best option is of course 2, provided that the method converges well.
Jose