diff --git a/src/kiops.jl b/src/kiops.jl index 877e964..335327e 100644 --- a/src/kiops.jl +++ b/src/kiops.jl @@ -47,7 +47,8 @@ References: - Niesen, J. and Wright, W.M., 2011. A Krylov subspace method for option pricing. SSRN 1799124 - Niesen, J. and Wright, W.M., 2012. Algorithm 919: A Krylov subspace algorithm for evaluating the ``φ``-functions appearing in exponential integrators. ACM Transactions on Mathematical Software (TOMS), 38(3), p.22 """ -function kiops(tau_out, A, u; mmin::Int = 10, mmax::Int = 128, m::Int = min(mmin, mmax), +function kiops(tau_out, +A, u; mmin::Int = 10, mmax::Int = 128, m::Int = min(mmin, mmax), tol::Real = 1e-7, opnorm = LinearAlgebra.opnorm(A, Inf), iop::Int = 2, ishermitian::Bool = LinearAlgebra.ishermitian(A), task1::Bool = false) n, ppo = size(u, 1), size(u, 2)