Re: exponentiate a matrix

questions? wrote:

I have a rate matrix say Q. It has only real eigen values.
The trouble is: I want to exponentiate the matrix to a small power. In
other worlds, the Exp(Q*power) is very close to an Identity matrix in a
sense that the off diagonal are very close to zero, but diagonal is
very close 1.

Numerically integrate matrix de,

d/dt X(t) = A*X(t)

on [0, t] with X(0) = I. The solution is exp(A*t), which is the matrix
exponential at t=1.

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sdx
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