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"; }