I'm computing this integral

Int(exp(At)*B*BT*exp(AT*t))

Where A is a nxn matrix

B is a n x 1 vector

BT = transpose(B)

AT = transpose(A)

If you could factor out the B*BT as a constant then you might be able to write it as

B*BT* integral(exp(A + AT)*t))

I can integrate that rather easily.

I don't think you can factor B*BT out however. (since the order of matrix multiplication usually matters.)

There are no integral tables for things like this.

Anyways just looking for any thoughts or help.