CALL EXPMATRIX Routine

Returns a matrix e^tA given the input matrix A and a multiplier t.

Category:	Matrix Operations
Requirement:	Both input and output matrices must be square and have the same dimensions. t can be any scalar value.

Syntax

Details

Example

Syntax

CALL EXPMATRIX(X, t, Y);

Required Arguments

X: specifies an input matrix with dimensions m x m (that is, X[m, m]).

t: specifies a double scalar value.

Y: specifies an output matrix with dimensions m x m (that is, Y[m, m]), such that

Details

The EXPMATRIX CALL routine uses a Padé approximation algorithm as presented in Golub and van Loan (1989), p. 558. Note that this module does not exponentiate each entry of a matrix. Refer to the EXPMATRIX documentation in the SAS/IML User's Guide for more information.

Example

The following example uses the EXPMATRIX CALL routine:

options pageno=1 nodate;

proc fcmp;
   array mat1[3,3] (0.3, -0.78, -0.82, 0.54, 1.74,
                    1.2, -1.3, 0.25, 1.49);
   array result[3,3];
   call expmatrix (mat1, 3, result);
   put result=;
quit;

Output from the EXPMATRIX CALL Routine

                                The SAS System                               1

                              The FCMP Procedure

result[1, 1]=365.58043585 result[1, 2]=-589.6358476 result[1, 3]=-897.1034008
result[2, 1]=-507.0874798 result[2, 2]=838.64570481 result[2, 3]=1267.3598426
result[3, 1]=-551.588816 result[3, 2]=858.97629382 result[3, 3]=1324.8187125