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Computing integrals involving the matrix exponential

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1 Author(s)
Van Loan, C. ; Cornell University, Ithaca, NY, USA

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.

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Automatic Control, IEEE Transactions on  (Volume:23 ,  Issue: 3 )