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Results tagged with matrix-exponential
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user 90045
The matrix exponential is a matrix function on square matrices analogous to the ordinary exponential function.
3
votes
1
answer
123
views
Higher order Lyapunov equation
Let $A$ be a (finite) Hurwitz matrix.
In this related question of mine, (see also https://en.wikipedia.org/wiki/Lyapunov_equation) it is shown that
$$
\int_0^\infty \sum_{j,k} (e^{At})_{ij} Q_{jk} …
- 562
5
votes
3
answers
827
views
Integral of the entrywise square of the exponential of a matrix
Note: I posted my question on math.stackexchange but got no answer. That is why I am asking it here.
Let $A$ be a $n\times n$ square matrix such that the real part of all eigenvalues are negative. Fo …
- 562