Computing integrals involving the matrix exponential
- 1 June 1978
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 23 (3), 395-404
- https://doi.org/10.1109/tac.1978.1101743
Abstract
A new algorithm for computing integrals involving the matrix exponential is given. The method employs diagonal Pade approximation with scaling and squaring. Rigorous truncation error bounds are given and incorporated in a FORTRAN subroutine. The computational aspects of this program are discussed and compared with existing techniques.Keywords
This publication has 6 references indexed in Scilit:
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- Some computational aspects of the matrix exponentialIEEE Transactions on Automatic Control, 1969