[R] power of a matrix

[Gabor Grothendieck]

Its expm.


On 8/17/05, Spencer Graves <spencer.graves at pdf.com> wrote:
> 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
> Senior Development Engineer
> PDF Solutions, Inc.
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