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SciML / ExponentialUtilities.jl

Fast and differentiable implementations of matrix exponentials, Krylov exponential matrix-vector multiplications ("expmv"), KIOPS, ExpoKit functions, and more. All your exponential needs in SciML form.

Home Page:https://docs.sciml.ai/ExponentialUtilities/stable/

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Enable preconditioning

huanglangwen opened this issue · comments

commented

Preconditioned Newton-Krylov solver seems provide better performance than Exponential-Krylov integrator without preconditioning. It might be a good idea to add preconditioning to expv using the SAI method.

[1] https://ris.utwente.nl/ws/portalfiles/portal/5092923/memo1992.pdf
[2] https://doi.org/10.1137/040605461

commented

Thanks. Yes, preconditioning would be good to look into.