Generalized Matrix Exponential
The matrix exponential Y = expm(D) is the solution of the differential equation Y'(t) = D*Y(t) at t = 1, with initial condition Y(0) = I (the identity matrix). The gexpm function generalizes this for the case of a non-constant coefficient matrix D: Y'(t) = D(t)*Y(t). gexpm handles both the constant and non-constant D cases and is equivalent to expm for constant D.
An argument option allows gexpm to compute Y = expm(X)-I without the precision loss associated with the I term. This is analogous to the MATLAB expm1 function ("exponential minus 1").
The demo_gexpm script illustrates the performance of gexpm in comparison to expm and ode45.
The algorithm is based on an order-6 Pade approximation, which is outlined in the document KJohnson_2015_04_01.pdf.
Cite As
Kenneth Johnson (2024). Generalized Matrix Exponential (https://www.mathworks.com/matlabcentral/fileexchange/50413-generalized-matrix-exponential), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.