Home > freetb4matlab > linear-algebra > expm.m

expm

PURPOSE ^

% Return the exponential of a matrix, defined as the infinite Taylor

SYNOPSIS ^

function r = expm (a)

DESCRIPTION ^

% -*- 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

CROSS-REFERENCE INFORMATION ^

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