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## Re: Integral of expm function

**From**: |
Torsten Lilge |

**Subject**: |
Re: Integral of expm function |

**Date**: |
Tue, 21 Jul 2020 07:23:25 +0200 |

On Mon, 2020-07-20 at 21:56 +0000, Montgomery-Smith, Stephen wrote:
>* 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.*
>* *
Please try
M = [ A, eye(n,n) ; zeros(n,2*n) ];
expM = expm (M*T);
Then expM(1:n;n+1:2*n) should contain the desired matrix H(T,A).
Torsten