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### 18.4 Functions of a Matrix

— Function File: expm (a)

> Return the exponential of a matrix, defined as the infinite Taylor series

>               expm(a) = I + a + a^2/2! + a^3/3! + ...

> The Taylor series is not the way to compute the matrix exponential; see Moler and Van Loan, Nineteen Dubious Ways to Compute the Exponential of a Matrix, SIAM Review, 1978. This routine uses Ward's diagonal Pade' approximation method with three step preconditioning (SIAM Journal on Numerical Analysis, 1977). Diagonal Pade' approximations are rational polynomials of matrices

>                    -1
>               D (a)   N (a)

> whose Taylor series matches the first `2q+1` terms of the Taylor series above; direct evaluation of the Taylor series (with the same preconditioning steps) may be desirable in lieu of the Pade' approximation when `Dq(a)` is ill-conditioned.

— Function File: logm (a)

> Compute the matrix logarithm of the square matrix a. Note that this is currently implemented in terms of an eigenvalue expansion and needs to be improved to be more robust.

— Loadable Function: [result, error_estimate] = sqrtm (a)

> Compute the matrix square root of the square matrix a.

> Ref: Nicholas J. Higham. A new sqrtm for matlab. Numerical Analysis Report No. 336, Manchester Centre for Computational Mathematics, Manchester, England, January 1999.

> See also: expm, logm.

— Loadable Function: kron (a, b)

> Form the kronecker product of two matrices, defined block by block as

>               x = [a(i, j) b]

> For example,

>               kron (1:4, ones (3, 1))
>                     ⇒  1  2  3  4
>                         1  2  3  4
>                         1  2  3  4

— Loadable Function: x = syl (a, b, c)

> Solve the Sylvester equation

>               A X + X B + C = 0

> using standard lapack subroutines. For example,

>               syl ([1, 2; 3, 4], [5, 6; 7, 8], [9, 10; 11, 12])
>                    ⇒ [ -0.50000, -0.66667; -0.66667, -0.50000 ]