[R] Re: matrix __power__ (was "exponential")
Martin Maechler
maechler at stat.math.ethz.ch
Thu Jan 22 18:22:27 CET 2004
>>>>> "Vicente" == Vicente Canto Casasola <vicented.canto.ext at juntadeandalucia.es>
>>>>> on Thu, 22 Jan 2004 14:34:01 +0100 writes:
Vicente> H i, all! First of all, I'd like to apologize for
Vicente> my poor English. It's for years I don't use it.
no problem at all.
Vicente> This is a R-version of a function I wrote a long
Vicente> ago for my HP48 calculator. It works with the
Vicente> binary expression of the power and just need to
Vicente> duplicate the mem used by X.
excellent. This is really the way to solve the problem
I think.
As I've mentioned earlier in this thread,
computing a matrix "power" is really much easier than the
matrix exponential.
Hence I wouldn't use exponential in the function name.
Also note that trailing ";" are considered as `dirty' (they are
completely superfluous).
These slight modifications (+ initial "test")
give
matPower <- function(X,n)
## Function to calculate the n-th power of a matrix X
{
if(n != round(n)) {
n <- round(n)
warning("rounding exponent `n' to", n)
}
phi <- diag(nrow = nrow(X))
pot <- X # the first power of the matrix.
while (n > 0)
{
if (n %% 2)
phi <- phi %*% pot
n <- n %/% 2
pot <- pot %*% pot
}
return(phi)
}
Regards,
Martin Maechler <maechler at stat.math.ethz.ch> http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1228 <><
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