From: "Karl Forsberg"
Subject: Re: MATRIX FUNCTIONS
Date: Wed, 02 May 2001 17:34:27 GMT
Newsgroups: sci.math.num-analysis
Summary: [missing]
"Michal Pitonak" skrev i meddelandet
news:yvbbauhtlz2i@forum.mathforum.com...
> Hi all!
> I've got a serious problem with matrix exponential
> function.
> It's known, that if A,B don't commute then following
> equality is false : exp(A).exp(B)=exp(A+B)
> My question is : if A,B are antisymmetric matrixes, then
> how can I find matrix C, such that:
> exp(A).exp(B)=exp(A+B+C).
> The result is known if [A,[A,B]] or [[A,B],B] = 0.
> I would like to known the result for more general matrixes, i.e.
> for any two antisymmetric matrixes
> Thank's very much.
What you want is essentially the Baker-Campbell-Hausdorff formula which
gives C such that
exp(A).exp(B)=exp(C) as an infinite series in terms of A, B and their
commutators. It is guaranteed to always converge (and useful for practical
purposes) only when A and B are in a nil-potent Lie-algebra such as in your
example or eg for upper triangular matrixes. In this case the series is
finite. For anti-symmetric 3x3 matrixes there is however an explicit finite
expression: http://www.ii.uib.no/publikasjoner/texrap/abstract/2000-201.html
Note that if your ultimate application is integration of Lie-group
(rotation-matrix) valued ODEs there are specific and very efficient
algorithms for this.