% -*- texinfo -*- % @deftypefn {Function File} {} expm (@var{a}) % Return the exponential of a matrix, defined as the infinite Taylor % series % @tex % $$ % \exp (A) = I + A + {A^2 \over 2~} + {A^3 \over 3~} + \cdots % $$ % @end tex % @ifnottex % % @example % expm(a) = I + a + a^2/2~ + a^3/3~ + @dots{} % @end example % % @end ifnottex % The Taylor series is @emph{not} the way to compute the matrix % exponential; see Moler and Van Loan, @cite{Nineteen Dubious Ways to % Compute the Exponential of a Matrix}, SIAM Review, 1978. This routine % uses Ward's diagonal % @tex % Pad\'e % @end tex % @ifnottex % Pade' % @end ifnottex % approximation method with three step preconditioning (SIAM Journal on % Numerical Analysis, 1977). Diagonal % @tex % Pad\'e % @end tex % @ifnottex % Pade' % @end ifnottex % approximations are rational polynomials of matrices % @tex % $D_q(a)^{-1}N_q(a)$ % @end tex % @ifnottex % % @example % @group % -1 % D (a) N (a) % @end group % @end example % % @end ifnottex % whose Taylor series matches the first % @tex % $2 q + 1 $ % @end tex % @ifnottex % @code{2q+1} % @end ifnottex % terms of the Taylor series above; direct evaluation of the Taylor series % (with the same preconditioning steps) may be desirable in lieu of the % @tex % Pad\'e % @end tex % @ifnottex % Pade' % @end ifnottex % approximation when % @tex % $D_q(a)$ % @end tex % @ifnottex % @code{Dq(a)} % @end ifnottex % is ill-conditioned. % @end deftypefn