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Computing exp (A) and its integral

Källström, Claes (1973) In Report TFRT 3053.
Abstract
This report describes one algorithm to compute exp(A) and one algorithm to compute both exp(A) and its integral. The method used in the two algorithms is finite series approximation, where the matrix is scaled before the expansion. The choice of the number of terms in the series expansion is discussed in detail, and results of numerical investigations performed on the PDP 15/35 computer are presented. The conclusion is that nine terms is a suitable choice on a computer with a floating point accuracy of 7-8 decimal digits.
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author
organization
publishing date
type
Book/Report
publication status
published
subject
in
Report TFRT
volume
3053
publisher
Department of Automatic Control, Lund Institute of Technology (LTH)
ISSN
0346-5500
language
English
LU publication?
no
id
99569ee3-6302-4bd3-9335-bc0038e43379 (old id 8600854)
date added to LUP
2016-02-18 09:08:56
date last changed
2016-04-16 05:09:44
@techreport{99569ee3-6302-4bd3-9335-bc0038e43379,
  abstract     = {This report describes one algorithm to compute exp(A) and one algorithm to compute both exp(A) and its integral. The method used in the two algorithms is finite series approximation, where the matrix is scaled before the expansion. The choice of the number of terms in the series expansion is discussed in detail, and results of numerical investigations performed on the PDP 15/35 computer are presented. The conclusion is that nine terms is a suitable choice on a computer with a floating point accuracy of 7-8 decimal digits.},
  author       = {Källström, Claes},
  institution  = {Department of Automatic Control, Lund Institute of Technology (LTH)},
  issn         = {0346-5500},
  language     = {eng},
  series       = {Report TFRT},
  title        = {Computing exp (A) and its integral},
  volume       = {3053},
  year         = {1973},
}