How do you compute the exponential exp(B) of a matrix B?
analysis/matrix.exponential New
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Problem
How do you compute the exponential exp(B) of a matrix B? Notoriously difficult problem. Don't remember where but a long time ago someone wrote an article on "13 improper ways to compute exp(B)." Does netland have the real reference? -- steve@hubcap.clemson.edu (sci.math, May 1989)
Show solution
Moler, C. B., and C. F. Van Loan. `Nineteen dubious ways to compute the exponential of a matrix.' SIAM Review 20 (1978) 801-836. OBTW, they favor scaling and squaring with Pade approximants, and Parlett's Schur-decomposition method. The matrix logarithm is also a notoriously difficult problem. -- Kevin