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Improved matrix exponential for real matrices #746

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Improved matrix exponential for real matrices #746

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8 changes: 6 additions & 2 deletions ext/IntervalArithmeticLinearAlgebraExt.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -203,11 +203,15 @@ end

# matrix exponential and logarithm

function LinearAlgebra.exp!(A::AbstractMatrix{<:RealOrComplexI})
function LinearAlgebra.exp!(A::AbstractMatrix{T}) where T<:RealOrComplexI
# note: this function does not overwrite `A`
Λ, V = LinearAlgebra.eigen(A)
V⁻¹ = inv(V)
return V * LinearAlgebra.Diagonal(exp.(Λ)) * V⁻¹
if T <: Real
return real(V * LinearAlgebra.Diagonal(exp.(Λ)) * V⁻¹)
else
return V * LinearAlgebra.Diagonal(exp.(Λ)) * V⁻¹
end
end

function LinearAlgebra.log(A::AbstractMatrix{<:Interval})
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