Is there a command to compute the exponential of a matrix using GAUSS? I am not talking about the element by element exponential. I talking about the exponential of a matrix as given in the following definition:
https://en.wikipedia.org/wiki/Matrix_exponential
I appreciate your interests in advance.
1 Answer
0
GAUSS does not have a built-in function for this yet, however, this code should do what you want:
A = { -0.57417717 -0.87184947 0.72815309 -0.75585604,
2.5429514 0.81242011 -0.0053033693 -0.67348003,
-0.50066776 -2.1355249 1.8998340 -2.0122135,
-1.6892236 -0.77342078 -0.77691244 -0.27255544 };
emat = expm(A);
proc (1) = expm(A);
local eval, evec, out;
{ eval, evec } = eigv(A);
out = evec * (eye(rows(eval)) .* exp(eval)) * inv(evec);
retp(real(out));
endp;Where emat should end up as:
-0.84691011 -2.2387765 2.0983160 -1.1356752
2.5053272 -0.71110282 3.5202087 -3.1394592
-4.2278307 -6.5585548 7.4120945 -3.6513710
-0.57884903 2.3984690 -4.1551865 3.3012497
Your Answer
1 Answer
0
GAUSS does not have a built-in function for this yet, however, this code should do what you want:
A = { -0.57417717 -0.87184947 0.72815309 -0.75585604,
2.5429514 0.81242011 -0.0053033693 -0.67348003,
-0.50066776 -2.1355249 1.8998340 -2.0122135,
-1.6892236 -0.77342078 -0.77691244 -0.27255544 };
emat = expm(A);
proc (1) = expm(A);
local eval, evec, out;
{ eval, evec } = eigv(A);
out = evec * (eye(rows(eval)) .* exp(eval)) * inv(evec);
retp(real(out));
endp;Where emat should end up as:
-0.84691011 -2.2387765 2.0983160 -1.1356752
2.5053272 -0.71110282 3.5202087 -3.1394592
-4.2278307 -6.5585548 7.4120945 -3.6513710
-0.57884903 2.3984690 -4.1551865 3.3012497