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Re: Integral of expm function
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From: |
Montgomery-Smith, Stephen |
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Subject: |
Re: Integral of expm function |
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Date: |
Tue, 21 Jul 2020 05:38:27 +0000 |
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User-agent: |
Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Thunderbird/68.10.0 |
On 7/21/20 12:23 AM, Torsten Lilge wrote:
> On Mon, 2020-07-20 at 21:56 +0000, Montgomery-Smith, Stephen wrote:
>> In a post on the octave-maintainers mailing list, someone referenced
>> this:
>>
>> http://slicot.org/objects/software/shared/doc/MB05ND.html
>>
>> It includes a function that computes
>>
>> H(t,A) = integral_0^t expm(s*A) ds
>>
>> Is there an octave function that computes H? This would be useful for
>> me. I did consider using
>>
>> inv(A) * expm(t*A)
>>
>> but my matrix A happens to be singular.
>>
>
> Please try
>
> M = [ A, eye(n,n) ; zeros(n,2*n) ];
> expM = expm (M*T);
>
> Then expM(1:n;n+1:2*n) should contain the desired matrix H(T,A).
>
> Torsten
Thank you. That is very clever!