Computing Exp (A) and Its Integral
(1973) In Research Reports 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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/8600854
- author
- Källström, Claes
- organization
- publishing date
- 1973
- type
- Book/Report
- publication status
- published
- subject
- in
- Research Reports TFRT-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
- 2016-04-01 16:58:36
- date last changed
- 2018-11-21 20:45:39
@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 = {{Research Reports TFRT-3053}}, title = {{Computing Exp (A) and Its Integral}}, url = {{https://lup.lub.lu.se/search/files/4835804/8726138.pdf}}, year = {{1973}}, }