Revision 1110 trunk/src/df1b2-separable/expm.cpp

expm.cpp (revision 1110)
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/*

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 * $Id$

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 *

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 * Authors: Anders Nielsen <anders@nielsensweb.org> and Casper W. Berg <cbe@aqua.dtu.dk>

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 * Copyright (c) 2008-2012 Regents of the University of California

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 * Authors: Anders Nielsen <anders@nielsensweb.org> and Casper W. Berg <cbe@aqua.dtu.dk>

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 * Copyright (c) 2008-2012 Regents of the University of California

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 */

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/**

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 * \file

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 * Matrix exponential function for df1b2_matrix.

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 * Matrix exponential function for df1b2_matrix.

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 */

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#include <df1b2fun.h>

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/**

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  \ingroup matop

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   Matrix exponential.

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   Matrix exponential.

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   The matrix exponential is calculated using the Pade approximation adapted from Moler, Cleve; Van Loan, Charles F. (2003), "Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later"

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The main use of the matrix exponential is to solve linear ordinary differential equation (ODE) systems:

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The main use of the matrix exponential is to solve linear ordinary differential equation (ODE) systems:

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\f[

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\frac{d}{dt}y(t) = Ay(t)\ , \ \mbox{with } y(0) = y_0

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\f]

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\f]

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   \item then the solution becomes

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\f[

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   y(t) = e^{At}y_0


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