r / packages / r-kexpmv

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Implements functions from 'EXPOKIT' (<https://www.maths.uq.edu.au/expokit/>) to calculate matrix exponentials, Sidje RB, (1998) <doi:10.1145/285861.285868>. Includes functions for small dense matrices along with functions for large sparse matrices. The functions for large sparse matrices implement Krylov subspace methods which help minimise the computational complexity for matrix exponentials. 'Kexpmv' can be utilised to calculate both the matrix exponential in isolation along with the product of the matrix exponential and a vector.

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