Title :
Computing integrals involving the matrix exponential
Author :
Van Loan, Charles F.
Author_Institution :
Cornell University, Ithaca, NY, USA
fDate :
6/1/1978 12:00:00 AM
Abstract :
A new algorithm for computing integrals involving the matrix exponential is given. The method employs diagonal Padé 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 :
Linear systems, time-invariant discrete-time; Matrix functions; Numerical integration; Optimal regulators; Algorithms; Computer science; Differential equations; Finite wordlength effects; Integral equations; Regulators;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101743
