Monthly Archives: April 2015

Eigen for exponential matrix

Useful link
http://eigen.tuxfamily.org/dox/unsupported/group__MatrixFunctions__Module.html

Reference:
(Implementation and theoretical details) Nicholas J. Higham, “The scaling and squaring method for the matrix exponential revisited,”SIAM J. Matrix Anal. Applic., 26:1179–1193, 2005.

g++ a.cpp -o a -I$(EIGENPackage), where EIGENPackage = where your eigen source code

#include <unsupported/Eigen/MatrixFunctions>
#include <iostream>
using namespace Eigen;
int main()
{
  const double pi = std::acos(-1.0);
  MatrixXd A(3,3);
  A << 0,    -pi/4, 0,
       pi/4, 0,     0,
       0,    0,     0;
  std::cout << "The matrix A is:\n" << A << "\n\n";
  std::cout << "The matrix exponential of A is:\n" << A.exp() << "\n\n";
}