[R] matrix log
Spencer Graves
spencer.graves at pdf.com
Fri Jun 16 17:07:34 CEST 2006
I'm not aware of any R implementation of a logarithm of a matrix.
I've seen discussions on this list of the difficulties involved in
computing functions of matrices, but I know of nothing. (The 'nlme'
package has 'pdLogChol', which may be related, but I think it's
different.)
I wish you luck, and I hope you will find the time to package it for
the rest of us.
Best Wishes,
Spencer Graves
Brandon.J.Whitcher at gsk.com wrote:
> Dear R users,
>
> Has anyone implemented a "matrix log" function in R similar to the
> function logm() in Matlab? I did a quick R site search and browsed the
> contributed packages to no avail.
>
> The octave function is far too simplistic and fails for the Matlab test
> matrix. Ideally, the code of Cheng, Higham, and Laub (2001) or something
> similar could be utilized. Just checking before I spend time porting
> code.
>
> cheers...
>
> Brandon
>
> Translational Medicine & Genetics
> GlaxoSmithKline
> [[alternative HTML version deleted]]
>
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