high performance computing on graphics processing units: hgpu.org

We present an open-source CUDA-based package that consists of a compilation of exponential integrators where the action of the matrix exponential or the φl functions on a vector is approximated using the method of polynomial interpolation at Leja points. Using a couple of test examples on an NVIDIA A100 GPU, we show that one can achieve significant speedups using CUDA over the corresponding CPU code. LeXInt, written in a modular format, facilitates easy integration into any existing software package, and can be used for temporal integration of any differential equation.