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luca
Posts:
11
Registered:
5/19/10


Computation of the matrix exponential
Posted:
May 24, 2010 8:37 PM


Hi,
i have the following problem: given a 3x3 real matrix, compute exp(A).
I need a really fast way to do this. I have searched a bit with google, but it seems to me that computing the matrix exponential is not so simple, at least if your matrix does not have a special structure (for example A=diagonal matrix).
I have found a simple method that use the diagonalization of A. If A has 3 distinct eigenvalues, than compute A=PDP^1, where P is the matrix of the eigenvectors, D is a diagonal matrix (whose diagonal elements are the eigenvalues of A). Than, exp(A) = P exp(D) P^1. Since P^1 is fast enough and exp(D) is simple to compute, this should be a fast method.
But, the problem is: i am not sure that the matrix A will always have 3 distinct eigenvalues...what happens if this does not happen? Can i use that formula even if 2 (or all three) eigenvalues are equal?
Are there any other ways to compute exp(A) in a fast way?
Thank you, Luca



