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Krylov Approximation of Phi-Functions in Exponential Integrators

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Krylov Approximation of Matrix Functions

This repository contains the codes and the report of semester project entitled "On Krylov subspace methods for evaluating phi-functions appearing in exponential integrators". The project has been done as a part of a Master's program in Computational Science and Engineering at École Polytechnique Fédérale de Lausanne (EPFL) and has been hosted by the Chair of Numerical Algorithms and High-Performance Computing (ANCHP) in the Mathematics Department, supervised by Professor Daniel Kressner.

Please refer to report.pdf for a comprehensive description of the project and the methods. The notebooks phifuncs.ipynb and trigfuncs.ipynb contain the numerical experiments and can be used for regenerating the plots in the report.

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