Re: [R] exponential of a matrix

From: Martin Maechler <maechler_at_stat.math.ethz.ch>
Date: Fri, 14 Nov 2008 18:05:54 +0100

>>>>> "DW" == David Winsemius <dwinsemius_at_comcast.net> >>>>> on Tue, 11 Nov 2008 17:52:18 -0500 writes:

    DW> In 2004 Martyn Plummer said that functionality was
    DW> available in packages msm (as MatrixExp) and Lindsey's
    DW> rmutils (as mexp)

Well, thses two use one of the very dubious ways mentioned below.

    DW> David Firth also offered:
    DW> http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic/firth/software/mexp

yes, and that method (and a slight variation of it which uses LAPACK code) is also part of the 'expm' package on R-forge which I mentioned in my other reply in this thread (a few minutes ago).

Martin Maechler

    DW> -- David Winsemius

    DW> On Nov 11, 2008, at 5:20 PM, Terry Therneau wrote:

>> Is the matrix exponential available in some package?
>>
>> The cannonical reference is "Nineteen dubious ways to
>> take the exponential of a matrix". (Love that title)
>>
>> Terry T.



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