Computing multiple integrals involving matrix exponentials
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The authors generalize a formula proposed by \textit{C. Van Loan} [IEEE Trans. Autom. Control 23, 395--404 (1978; Zbl 0387.65013)] for the computation of multiple integrals of exponential matrices. The numerical evaluation of such integrals is reduced to a conventional algorithm to compute matrix exponentials.
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Cited in
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