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Computing the exponential of matrices

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2 Author(s)
Hon-Wing Cheng ; Dept. of Math. Stat. & Comput. Sci., Illinois Univ., Chicago, IL, USA ; Yau, S.S.-T.

The following differential equation plays a fundamental role in the study of dynamical systems and linear systems: x˙=Ax; x(0)=x0; 0≤t<∞, where x and x0 are n-vectors and A is an nxn matrix of complex constants. The theoretical solution to this equation is given by x(t)=etAx0. In this paper, we discuss an algebraic method for computing etA and give explicit formular for n=3.

Published in:

American Control Conference, 1994  (Volume:3 )

Date of Conference:

29 June-1 July 1994