Generalized Matrix Exponential

Solves Y'(t) = D(t)*Y(t) for Y(1) with Y(0) = I (identity matrix).
Updated 17 Jun 2015

View License

The matrix exponential Y = expm(D) is the solution of the differential equation Y'(t) = D*Y(t) at t = 1, with initial condition Y(0) = I (the identity matrix). The gexpm function generalizes this for the case of a non-constant coefficient matrix D: Y'(t) = D(t)*Y(t). gexpm handles both the constant and non-constant D cases and is equivalent to expm for constant D.
An argument option allows gexpm to compute Y = expm(X)-I without the precision loss associated with the I term. This is analogous to the MATLAB expm1 function ("exponential minus 1").
The demo_gexpm script illustrates the performance of gexpm in comparison to expm and ode45.
The algorithm is based on an order-6 Pade approximation, which is outlined in the document KJohnson_2015_04_01.pdf.

Cite As

Kenneth Johnson (2024). Generalized Matrix Exponential (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Find more on Matrix Exponential in Help Center and MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes

Revised Description
Revised Description