Stan Math Library
5.0.0
Automatic Differentiation
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Approximation is based on parameter "m" and "s", proposed in CODE FRAGMENT 3.1 of the reference.
The parameters depend on matrix A, as well as limits "m_max" & "p_max", defined in table 3.1 and eq. 3.11, respectively. Ideally one can choose "m_max" and "p_max" to suite the specific computing precision needs, here we just use the one suggested in the paper (paragraph between eq. 3.11 & eq. 3.12).
[in] | mat | matrix A |
[in] | b | matrix B |
[in] | t | double t in exp(A*t)*B |
[out] | m | int parameter m; m >= 0, m < _m_max |
[out] | s | int parameter s; s >= 1 |
Definition at line 159 of file matrix_exp_action_handler.hpp.