Date: Thu, 21 Nov 1996 23:17:01 -0400 From: Jackie Ellis <jellis@uottawa.ca> To: R testers <r-testers@stat.math.ethz.ch> Subject: R-alpha: matrix exp I don't have any handy reference books, but I believe the eigenvalue diagonalization will also work for calculating the exp of a non-symmetric matrix. However, this requires complex numbers, which are not yet supported in R. In addition to stochastic process problems, complex numbers would also be useful for calculating time series model roots and for some other problems. It sure would be nice to have support for complex numbers, or at a minimum, to get the real and imaginary parts of the eigenvalues and eigenvectors of a non-symmetric matrix! Lapack has a routine for the latter. (Also, I think that version 0.13 of R returns incorrect values for a non-symmetric matrix rather than indicating an error, and the help is somewhat out of sync with the code.) Paul Gilbert =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=- r-testers mailing list -- For info or help, send "info" or "help", To [un]subscribe, send "[un]subscribe" (in the "body", not the subject !) To: r-testers-request@stat.math.ethz.ch =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-