Re: Integral of expm function

[Torsten Lilge]

On Mon, 2020-07-20 at 21:56 +0000, Montgomery-Smith, Stephen wrote:
> In a post on the octave-maintainers mailing list, someone referenced
> this:
> 
> http://slicot.org/objects/software/shared/doc/MB05ND.html
> 
> It includes a function that computes
> 
> H(t,A) = integral_0^t expm(s*A) ds
> 
> Is there an octave function that computes H?  This would be useful for
> me.  I did consider using
> 
> inv(A) * expm(t*A)
> 
> but my matrix A happens to be singular.
> 

Please try

M = [ A, eye(n,n) ; zeros(n,2*n) ];
expM = expm (M*T);

Then expM(1:n;n+1:2*n) should contain the desired matrix H(T,A).

Torsten