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  5. The Sensitivity of the Matrix Exponential

The Sensitivity of the Matrix Exponential

File(s)
76-270.pdf (698.28 KB)
76-270.ps (308.33 KB)
Permanent Link(s)
https://hdl.handle.net/1813/6210
Collections
Computer Science Technical Reports
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
computer science
•
technical report
Previously Published as
http://techreports.library.cornell.edu:8081/Dienst/UI/1.0/Display/cul.cs/TR76-270
Type
technical report

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