We have implemented a numerical code (ReLPM, Real Leja Points Method) for polynomial interpolation of the matrix exponential propagators exp (${\it \Delta}$tA) v and ϕ(${\it \Delta}$tA) v, ϕ(z) = (exp (z) – 1)/z. The ReLPM code is tested and compared with Krylov-based routines, on large scale sparse matrices arising from the spatial discretization of 2D and 3D advection-diffusion equations.
['Luca Bergamaschi', 'Marco Caliari', 'Angeles Martinez', 'Marco Vianello']
Comparing leja and krylov approximations of large scale matrix exponentials