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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