commons-user mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Michael McCormick <>
Subject Re: Matrix exponential?
Date Tue, 28 May 2013 20:03:15 GMT
Hi Ted,

You are not under-informed, but there is a strong possibility that I am.  There are of course
many ways to compute the exponential of a matrix, the Schur decomposition and eigendecompositions
among them.

The algorithm implemented by Matlab's expm() uses a Pade approximation and a square-and-rescale
technique that is supposedly  faster and numerically very robust.

On May 28, 2013, at 3:28 PM, Ted Dunning <> wrote:

> I think I am under informed here.  
> Isn't the matrix exponential normally computed using eigen decomposition?  It seems from
the series expansion that all that is involved is to exponentiate the diagonal in the eigen
vector form. 

To unsubscribe, e-mail:
For additional commands, e-mail:

View raw message