A μ-mode integrator for solving evolution equations in Kronecker form
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In this paper, we propose a μ-mode integrator for computing the solution of stiff evolution equations. The integrator is based on a d-dimensional splitting approach and uses exact (usually precomputed) one-dimensional matrix exponentials. We show that the action of the exponentials, i.e. the corresponding batched matrix-vector products, can be implemented efficiently on modern computer systems. We further explain how μ-mode products can be used to compute spectral transformations efficiently even if no fast transform is available. We illustrate the performance of the new integrator by solving three-dimensional linear and nonlinear Schrödinger equations, and we show that the μ-mode integrator can significantly outperform numerical methods well established in the field. We also discuss how to efficiently implement this integrator on both multi-core CPUs and GPUs. Finally, the numerical experiments show that using GPUs results in performance improvements between a factor of 10 and 20, depending on the problem.
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