The Sensitivity of the Matrix Exponential
- 1 December 1977
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Numerical Analysis
- Vol. 14 (6) , 971-981
- https://doi.org/10.1137/0714065
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 $e^{At}$.
Keywords
This publication has 6 references indexed in Scilit:
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