Re: Direct Integration of Matrices

[Juan Pablo Carbajal]

On Tue, Dec 6, 2011 at 2:31 AM,  <address@hidden> wrote:
> I am working on mechanical systems dynamics.  I have a system state equation 
> in
> the time domain:
>
>        x' = Ax + Bu
>
> Where:
>        A is (n x n) and is known
>        x is (n x 1) is unknown
>        B is (n x r) is known
>        u is (r x 1) is known u = u(t) and is the input to the system
>
> I realize that I could do this one row at a time by hand (so to speak), but I 
> am
> trying to generalize to large-ish values of n.
>
> My dynamics text tells me that I can solve the system state, x, by direct
> integration of x'.
>
>        x = x_0 + INT ( Ax + Bu ) dt
>
> Does octave provide a method of solving this matrix of diff eq's directly?
> Nothing stood out as the function I needed while reading the docs.  The one 
> thing
> that seemed pertinent is
>
>        "Octave does not have built-in functions for computing the integral of 
> functions
> of multiple variables directly."
>
> Am I stuck writing my own loops for this problem?  I've done some numerical
> integration in the past.  I'd like to use a built-in method if one is 
> available.
> Don't assume I know what I'm doing.  It's been a while since college. I may 
> well
> have overlooked something obvious to a person who has lots of practice.
>
> Thanks,
> Jason C. Wells
>
> _______________________________________________
> Help-octave mailing list
> address@hidden
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check lsode and the odepkg package.


-- 
M. Sc. Juan Pablo Carbajal
-----
PhD Student
University of Zürich
http://ailab.ifi.uzh.ch/carbajal/