[R] Complex Matrix Exponentials.
Andrew
ajroyal at ucalgary.ca
Sat Jan 28 01:27:39 CET 2006
Hello,
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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