[R] power of a matrix

[Spencer Graves]

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 at 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
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