Ah... of course. Diagonalization is not always possible. Never mind.
On Tue, May 28, 2013 at 1:03 PM, Michael McCormick <[email protected]>wrote: > Hi Ted, > > You are not under-informed, but there is a strong possibility that I am. > There are of course many ways to compute the exponential of a matrix, the > Schur decomposition and eigendecompositions among them. > > The algorithm implemented by Matlab's expm() uses a Pade approximation and > a square-and-rescale technique that is supposedly faster and numerically > very robust. > > On May 28, 2013, at 3:28 PM, Ted Dunning <[email protected]> wrote: > > > I think I am under informed here. > > > > Isn't the matrix exponential normally computed using eigen > decomposition? It seems from the series expansion that all that is > involved is to exponentiate the diagonal in the eigen vector form. > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: [email protected] > For additional commands, e-mail: [email protected] > >
