vectorization
grivet
grivet at cnrs-orleans.fr
Mon Oct 3 17:12:27 CEST 2011
Hello,
I wish to solve a system of linear differential equations of first order
x' = Rx
with R a symmetric matrix of coefficients. The formal solution is simple:
x = S*exp(Kt)*inv(S)*x(0)
where S is the matrix that diagonalizes R:
K = inv(S)*R*S
With Scilab, I would do, for instance, t = 0:0.01:10, but then, what is
the best way to
compute exp(Kt) and the above matrix product ?
Up to now, I have worked with 2*2 matrices R and K, so that I compute
exp[K(1,1)*t(i)], exp[K(2,2)*t(i) and x(t(i)) within
a loop, but that doesnot seem very efficient.
Thanks in advance
JP Grivet
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