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In this paper we examine how the matrix exponential e^At is affected by perturbations in A. Elementary techniques using norms and the Jordan and Schur factorizations indicate that e^At is least sensitive when A is normal. Through the formulation of an exponential condition number, more insight is gained into the complicated connection between the condition of the eigensystem of A and the sensitivity of e^At.
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Charles Van Loan (Thu,) studied this question.
synapsesocial.com/papers/6a15afc1d64fa333899ff41f — DOI: https://doi.org/10.1137/0714065
Charles Van Loan
Cornell University
SIAM Journal on Numerical Analysis
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