I want to integrate of an exponential of a matrix ( E= exp (Mmat.*(t0-t))). First of all ‘expm’ built-in function in MATLAB has complexity of order N^3 ; while my matrix is a circulant matrix, so I can use a theorem instead that makes complexity of the order of NlogN;
The algorithm is :
( in this algorithm, E=exp(A) which A is a matrix )
By this algorithm I can easily calculate the exp of a matrix but my problem now is the calculation of the integral of this function I mean
expMmat(:,x) = circshift(expMDelt,x-1,1);
I don’t know how can I define it as a function. I can use handle function or function defining in a separate file code but how can I do it. Also I can use integral built in finction in matlab.
Also I think I have an another option and calculate the amount of the function in each time and use the trapz function for integration but I think Integral is more suitable for this situation. I attach my code and the data. I really appreciate any help
thanks in advance