[Rd] Matrix exponential in R

Vincent Goulet vincent.goulet at act.ulaval.ca
Sat Nov 17 22:08:01 CET 2007

Dear developeRs,

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
   École d'actuariat
   Université Laval, Québec
   Vincent.Goulet at act.ulaval.ca   http://vgoulet.act.ulaval.ca

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