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LeXInt: GPU-accelerated Exponential Integrators package

Pranab J. Deka, Alexander Moriggl, Lukas Einkemmer
Department of Mathematics, University of Innsbruck, Innsbruck, 6020, Austria
arXiv:2310.08344 [math.NA], (12 Oct 2023)

@misc{deka2023lexint,

   title={LeXInt: GPU-accelerated Exponential Integrators package},

   author={Pranab J. Deka and Alexander Moriggl and Lukas Einkemmer},

   year={2023},

   eprint={2310.08344},

   archivePrefix={arXiv},

   primaryClass={math.NA}

}

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.
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