Computes the matrix exponential, e^A, of a given square matrix.

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 5.1.0.0

Syntax

C#
public static FloatMatrix Expm(
	FloatMatrix A,
	double delta
)
Visual Basic (Declaration)
Public Shared Function Expm ( _
	A As FloatMatrix, _
	delta As Double _
) As FloatMatrix
Visual C++
public:
static FloatMatrix^ Expm(
	FloatMatrix^ A, 
	double delta
)

Parameters

A
Type: CenterSpace.NMath.Core..::.FloatMatrix
A square matrix.
delta
Type: System..::.Double
Error tolerance.

Return Value

A matrix F such that
CopyC#
F = exp(A + E)
 where E is a matrix with
CopyC#
InfinityNorm(E) < delta
.

Remarks

This method uses a scaling and squaring method based upon Pade approximation. Note this method raises the constant e to a matrix power, which is different than Exp( FloatMatrix A) which exponentiates each element of a matrix independently.

Exceptions

ExceptionCondition
CenterSpace.NMath.Core..::.MatrixNotSquareException Thrown if the given matrix is not square.

See Also