[Rd] Matrix exponential in R
vincent.goulet at act.ulaval.ca
Sat Nov 17 22:08:01 CET 2007
The topic has been raised quite a few times in r-devel and r-help
before: calculation of matrix exponentials in R. We needed it in the
actuar package at the C level and ended up cooking up our own solution
based on expm() of package Matrix (which is itself based on Octave's).
If there is interest from the R Core Team, we (my colleague in CC and
I) are offering to contribute an expm() function to base R, with the
corresponding C function part of the R API for package authors to use.
We feel this would be a welcome addition to base R.
Please share your thoughts.
Vincent Goulet, Associate Professor
Université Laval, Québec
Vincent.Goulet at act.ulaval.ca http://vgoulet.act.ulaval.ca
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