Could someone please expand on
Method 9. Lagrange interpolation (page 17) at
because the summation runs from 0 to (n-1) but the eigenvalues are defined from 1 to n.
Also. is it true that this is an analytic solution? Is it practical for numerical methods? Because I have to compute exp(t*A) for SEVERAL t and its expensive. I thought that if I can get the product bit of the equation (in the paper) then I only need to "plug and chug" the exp(\lambda_j t) part (which is really cheap) for various t.
Alternatively, I could do a symbolic calculation for t,.... i have to compute exp(t*A)*v, then plot the elements of v against time.