[R] Complex Matrix Exponentials.

Andrew ajroyal at ucalgary.ca
Sat Jan 28 01:27:39 CET 2006


I was curious if there was a complex valued matrix exponential function 
available for R?  I have some Laplace transforms  of occupation times 
for a hidden Markov model.  The matrix exponential function in the msm 
package does not seem to handle complex values.  For example

 > MatrixExp(diag(1i,2))
     [,1] [,2]
[1,]    1    0
[2,]    0    1
Warning message:
imaginary parts discarded in coercion

Thanks in advance for your help,

Andrew Royal
University of Calgary

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