• DocumentCode
    826356
  • Title

    Computing integrals involving the matrix exponential

  • Author

    Van Loan, Charles F.

  • Author_Institution
    Cornell University, Ithaca, NY, USA
  • Volume
    23
  • Issue
    3
  • fYear
    1978
  • fDate
    6/1/1978 12:00:00 AM
  • Firstpage
    395
  • Lastpage
    404
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1978.1101743
  • Filename
    1101743
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=826356