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";
}

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