[R] matrix exponential: M^0

Peter Dalgaard p.dalgaard at biostat.ku.dk
Wed Jan 21 19:08:38 CET 2004


Martyn Plummer <plummer at iarc.fr> writes:

> Calculating the matrix exponential is harder than it looks (I'm sure
> Peter knows this). In fact there is a classic paper by Moler and Van
> Loan from the 1970s called "Nineteen dubious ways to calculate the
> exponential of a matrix", which they updated last year in SIAM. 

Right (magnificent paper by the way), although I actually hadn't heard
about the update. As I remember it, Octave implements what
Moler+v.Loan ends up suggesting in the 1978 paper.


-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907




More information about the R-help mailing list