Re: [R] power of a matrix

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Thu 18 Aug 2005 - 14:19:40 EST

Its expm.

On 8/17/05, Spencer Graves <spencer.graves@pdf.com> wrote:
> 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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> Fax: 408-280-7915
>
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Aug 18 14:27:24 2005

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