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From: | Montgomery-Smith, Stephen |
Subject: | Integral of expm function |
Date: | Mon, 20 Jul 2020 21:56:28 +0000 |
User-agent: | Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Thunderbird/68.10.0 |
In a post on the octave-maintainers mailing list, someone referenced this: http://slicot.org/objects/software/shared/doc/MB05ND.html It includes a function that computes H(t,A) = integral_0^t expm(s*A) ds Is there an octave function that computes H? This would be useful for me. I did consider using inv(A) * expm(t*A) but my matrix A happens to be singular.
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