Re: [R] power of a matrix

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Thu 18 Aug 2005 - 13:47:03 EST

Hi, Peter:

          I couldn't find "mexp" in the Matrix package, but I did find it in fMultivar and in Lindsey's rmutil. These are different functions, but produced essentially the same answer for mexp(array(1:4, dim=c(2,2))). While hunting for that, I also also found reference by Doug Bates in a previous interchange on r-help to "a classic paper ... I would recommend reading":

  Moler C., van Loan C., (2003); _Nineteen dubious ways to compute

      the exponential of a matrix,  twenty-five years later_, SIAM
      Review 45, 3-49.

	  This paper was cited in the help page for mexp in fMultivar but not 
in rmutil.

          spencer graves

Peter Dalgaard wrote:

> "Rau, Roland" <Rau@demogr.mpg.de> writes:
>
>

>>Thank you very much! Thanks also to the authors of this function,
>>Vincente Canto Cassola and Martin Maechler!
>>
>>This is exactly what I hoped for.

>
> ....
>
>>>look at function ?mtx.exp() in the Malmig package, e.g.,

>
>
> Also, there is mexp() in the Matrix package. I'm not sure about the
> relative merits. mexp() is one of the less dubious implementations of
> matrix exponentials, but it does require to and from class "Matrix".
> mtx.exp is a bit unfortunately named as it appears to calculate matrix
> *powers* (which in this case is what you need).
>
-- 
Spencer Graves, PhD
Senior Development Engineer
PDF Solutions, Inc.
333 West San Carlos Street Suite 700
San Jose, CA 95110, USA

spencer.graves@pdf.com
www.pdf.com <http://www.pdf.com>
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Received on Thu Aug 18 13:51:10 2005

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