JavaScript is disabled for your browser. Some features of this site may not work without it.
The Sensitivity of the Matrix Exponential

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
1976-03Publisher
Cornell University
Subject
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