GSoC Exponential Integrators

[Chiara Segala]

Dear all,


I'm Chiara Segala, I introduced myself for the project ode15s of GSOC 2016 here

http://octave.1599824.n4.nabble.com/GSoC-ode15s-td4675271.html

after a discussion with the mentors, I have reached the conclusion that I'm probably not suitable for the project because, being a math student, I would prefer to implement from scratch the method, but probably in this case it is more useful to use an interface to another C++ library function.

I have therefore decided to propose a new project, the implementation of some exponential integrators. I started to read up on the subject. I read the documentation by Georg Jansing of EXPODE, the advanced exponential time integration toolbox for MATLAB.
Since for the exponential integrators it is required the action of the matrix exponential to a vector, I also looked at the Nick Higham code expmv

https://github.com/higham/expmv

the code gives some problems for errors due to the matrix 1-norm estimation but I have seen that the right code written by Marco Caliari NORMEST1 is available, based on the paper of Nicholas J. Higham and Françoise Tisseur

"A Block Algorithm for Matrix 1-Norm Estimation, with an Application to 1-Norm Pseudospectra".

 
Could this project be an interesting proposal for GSOC 2016? If yes, I would be happy to work on it.


Thanks,
Regards
Chiara Segala