The Sensitivity of the Matrix Exponential
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Author
Van Loan, Charles
Abstract
In this paper we examine how the matrix exponenetial $e^{At}$ is affected by perterbations in A. Elementary techniques using log norms and the Jordan and Schur factorizations indicate that $e^{At}$ is least sensitive when A is normal. Through the formulation of an exponential condition number, insight is gained into the connection between the condition of the eigensystem of A and the sensitivity of $e^{At}$.
Date Issued
1976-03
Publisher
Cornell University
Keywords
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR76-270
Type
technical report