Re: [R] power of a matrix

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Thu 18 Aug 2005 - 22:20:03 EST

Hi, Gabor: Thanks. spencer graves

Gabor Grothendieck wrote:

> 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>
>>Tel: 408-938-4420
>>Fax: 408-280-7915
>>
>>______________________________________________
>>R-help@stat.math.ethz.ch mailing list
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>
>>
-- 
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>
Tel:  408-938-4420
Fax: 408-280-7915

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Received on Thu Aug 18 22:26:40 2005

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