expm
矩阵指数
说明
示例
输入参数
算法
注意
文件 expmdemo1.m
、expmdemo2.m
和 expmdemo3.m
分别演示了如何使用 Padé 近似、泰勒级数近似以及特征值和特征向量来计算矩阵指数。参考资料 [3] 和 [4] 介绍和比较了计算矩阵指数的多种算法。
参考
[1] Higham, N. J., “The Scaling and Squaring Method for the Matrix Exponential Revisited,” SIAM J. Matrix Anal. Appl., 26(4) (2005), pp. 1179–1193.
[2] Al-Mohy, A. H. and N. J. Higham, “A new scaling and squaring algorithm for the matrix exponential,” SIAM J. Matrix Anal. Appl., 31(3) (2009), pp. 970–989.
[3] Golub, G. H. and C. F. Van Loan, Matrix Computation, p. 384, Johns Hopkins University Press, 1983.
[4] Moler, C. B. and C. F. Van Loan, “Nineteen Dubious Ways to Compute the Exponential of a Matrix,” SIAM Review 20, 1978, pp. 801–836. Reprinted and updated as “Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later,” SIAM Review 45, 2003, pp. 3–49.