rec.puzzles Archive

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