On Mon, 2020-07-20 at 21:56 +0000, Montgomery-Smith, Stephen wrote:

> In a post on the octave-maintainers mailing list, someone referenced

> this:

>

>

http://slicot.org/objects/software/shared/doc/MB05ND.html>

> It includes a function that computes

>

> H(t,A) = integral_0^t expm(s*A) ds

>

> Is there an octave function that computes H? This would be useful for

> me. I did consider using

>

> inv(A) * expm(t*A)

>

> but my matrix A happens to be singular.

>

Please try

M = [ A, eye(n,n) ; zeros(n,2*n) ];

expM = expm (M*T);

Then expM(1:n;n+1:2*n) should contain the desired matrix H(T,A).

Torsten