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 <ted.dunn...@gmail.com> 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: user-unsubscr...@commons.apache.org For additional commands, e-mail: user-h...@commons.apache.org
