Mercurial > repos > public > sbplib
view +time/+expint/Magnus_4.m @ 706:a95c89436916 feature/optim
add arnoldi
author | Ylva Rydin <ylva.rydin@telia.com> |
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date | Mon, 06 Nov 2017 11:42:15 +0100 |
parents | bc39bb984d88 |
children |
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% Takes one time step of size k using a fourth order magnus integrator % starting from v_0 and where the function F(v,t) gives the % time derivatives. function v = Magnus_4(v, D, t , k , matrixexp ,tol) if isa(D,'function_handle') c1 = 1/2 - sqrt(3)/6; c2 = 1/2 + sqrt(3)/6; A1 = D(t +c1*k); A2 = D(t + c2*k); Omega = 1/2*(A1 + A2) + sqrt(3)*k/12*(A1*A2-A2*A1); else Omega = D; end switch matrixexp case 'expm' v = expm(k*Omega)*v; case 'Arnoldi' v = time.expint.expm_Arnoldi(-Omega,v,k,tol,100); otherwise error('No such matrix exponential evaluation') end end