[Rd] Matrix exponential in R

From: Vincent Goulet <vincent.goulet_at_act.ulaval.ca>
Date: Sat, 17 Nov 2007 16:08:01 -0500


Dear developeRs,

The topic has been raised quite a few times in r-devel and r-help before: calculation of matrix exponentials in R. We needed it in the actuar package at the C level and ended up cooking up our own solution based on expm() of package Matrix (which is itself based on Octave's).

If there is interest from the R Core Team, we (my colleague in CC and I) are offering to contribute an expm() function to base R, with the corresponding C function part of the R API for package authors to use. We feel this would be a welcome addition to base R.

Please share your thoughts.

Best,

---
   Vincent Goulet, Associate Professor
   École d'actuariat
   Université Laval, Québec
   Vincent.Goulet@act.ulaval.ca   http://vgoulet.act.ulaval.ca

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Received on Sat 17 Nov 2007 - 21:11:00 GMT

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