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comparison scripts/linear-algebra/expm.m @ 8517:81d6ab3ac93c
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author | sh@sh-laptop |
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date | Wed, 14 Jan 2009 20:44:25 -0500 |
parents | bc982528de11 |
children | e07e93c04080 |
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8516:e2a179415bac | 8517:81d6ab3ac93c |
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25 ## $$ | 25 ## $$ |
26 ## \exp (A) = I + A + {A^2 \over 2!} + {A^3 \over 3!} + \cdots | 26 ## \exp (A) = I + A + {A^2 \over 2!} + {A^3 \over 3!} + \cdots |
27 ## $$ | 27 ## $$ |
28 ## @end tex | 28 ## @end tex |
29 ## @end iftex | 29 ## @end iftex |
30 ## @ifinfo | 30 ## @ifnottex |
31 ## | 31 ## |
32 ## @example | 32 ## @example |
33 ## expm(a) = I + a + a^2/2! + a^3/3! + ... | 33 ## expm(a) = I + a + a^2/2! + a^3/3! + ... |
34 ## @end example | 34 ## @end example |
35 ## | 35 ## |
36 ## @end ifinfo | 36 ## @end ifnottex |
37 ## The Taylor series is @emph{not} the way to compute the matrix | 37 ## The Taylor series is @emph{not} the way to compute the matrix |
38 ## exponential; see Moler and Van Loan, @cite{Nineteen Dubious Ways to | 38 ## exponential; see Moler and Van Loan, @cite{Nineteen Dubious Ways to |
39 ## Compute the Exponential of a Matrix}, SIAM Review, 1978. This routine | 39 ## Compute the Exponential of a Matrix}, SIAM Review, 1978. This routine |
40 ## uses Ward's diagonal | 40 ## uses Ward's diagonal |
41 ## @iftex | 41 ## @iftex |
42 ## @tex | 42 ## @tex |
43 ## Pad\'e | 43 ## Pad\'e |
44 ## @end tex | 44 ## @end tex |
45 ## @end iftex | 45 ## @end iftex |
46 ## @ifinfo | 46 ## @ifnottex |
47 ## Pade' | 47 ## Pade' |
48 ## @end ifinfo | 48 ## @end ifnottex |
49 ## approximation method with three step preconditioning (SIAM Journal on | 49 ## approximation method with three step preconditioning (SIAM Journal on |
50 ## Numerical Analysis, 1977). Diagonal | 50 ## Numerical Analysis, 1977). Diagonal |
51 ## @iftex | 51 ## @iftex |
52 ## @tex | 52 ## @tex |
53 ## Pad\'e | 53 ## Pad\'e |
54 ## @end tex | 54 ## @end tex |
55 ## @end iftex | 55 ## @end iftex |
56 ## @ifinfo | 56 ## @ifnottex |
57 ## Pade' | 57 ## Pade' |
58 ## @end ifinfo | 58 ## @end ifnottex |
59 ## approximations are rational polynomials of matrices | 59 ## approximations are rational polynomials of matrices |
60 ## @iftex | 60 ## @iftex |
61 ## @tex | 61 ## @tex |
62 ## $D_q(a)^{-1}N_q(a)$ | 62 ## $D_q(a)^{-1}N_q(a)$ |
63 ## @end tex | 63 ## @end tex |
64 ## @end iftex | 64 ## @end iftex |
65 ## @ifinfo | 65 ## @ifnottex |
66 ## | 66 ## |
67 ## @example | 67 ## @example |
68 ## -1 | 68 ## -1 |
69 ## D (a) N (a) | 69 ## D (a) N (a) |
70 ## @end example | 70 ## @end example |
71 ## | 71 ## |
72 ## @end ifinfo | 72 ## @end ifnottex |
73 ## whose Taylor series matches the first | 73 ## whose Taylor series matches the first |
74 ## @iftex | 74 ## @iftex |
75 ## @tex | 75 ## @tex |
76 ## $2 q + 1 $ | 76 ## $2 q + 1 $ |
77 ## @end tex | 77 ## @end tex |
78 ## @end iftex | 78 ## @end iftex |
79 ## @ifinfo | 79 ## @ifnottex |
80 ## @code{2q+1} | 80 ## @code{2q+1} |
81 ## @end ifinfo | 81 ## @end ifnottex |
82 ## terms of the Taylor series above; direct evaluation of the Taylor series | 82 ## terms of the Taylor series above; direct evaluation of the Taylor series |
83 ## (with the same preconditioning steps) may be desirable in lieu of the | 83 ## (with the same preconditioning steps) may be desirable in lieu of the |
84 ## @iftex | 84 ## @iftex |
85 ## @tex | 85 ## @tex |
86 ## Pad\'e | 86 ## Pad\'e |
87 ## @end tex | 87 ## @end tex |
88 ## @end iftex | 88 ## @end iftex |
89 ## @ifinfo | 89 ## @ifnottex |
90 ## Pade' | 90 ## Pade' |
91 ## @end ifinfo | 91 ## @end ifnottex |
92 ## approximation when | 92 ## approximation when |
93 ## @iftex | 93 ## @iftex |
94 ## @tex | 94 ## @tex |
95 ## $D_q(a)$ | 95 ## $D_q(a)$ |
96 ## @end tex | 96 ## @end tex |
97 ## @end iftex | 97 ## @end iftex |
98 ## @ifinfo | 98 ## @ifnottex |
99 ## @code{Dq(a)} | 99 ## @code{Dq(a)} |
100 ## @end ifinfo | 100 ## @end ifnottex |
101 ## is ill-conditioned. | 101 ## is ill-conditioned. |
102 ## @end deftypefn | 102 ## @end deftypefn |
103 | 103 |
104 function r = expm (a) | 104 function r = expm (a) |
105 | 105 |