Efficient computation of matrix power-vector products: Application for space-fractional diffusion problems

A novel algorithm is proposed for computing matrix-vector products Aαv, where A is a symmetric positive semidefinite sparse matrix and α>0. The method can be applied for the efficient implementation of the matrix transformation method to solve space-fractional diffusion problems. The performance of the new algorithm is studied in a comparison with the conventional MATLAB subroutines to compute matrix powers.