[R] Exponentiate a matrix

[Dimitrios Rizopoulos]

Quoting Duncan Murdoch <murdoch at stats.uwo.ca>:

> On 9/21/2006 10:40 AM, Doran, Harold wrote:
>> Suppose I have a square matrix P
>>
>> P <- matrix(c(.3,.7, .7, .3), ncol=2)
>>
>> I know that
>>
>>> P * P
>>
>> Returns the element by element product, whereas
>>
>>> P%*%P
>>
>> Returns the matrix product.
>>
>> Now, P^2 also returns the element by element product. But, is there a
>> slick way to write
>>
>> P %*% P %*% P
>>
>> Obviously, P^3 does not return the result I expect.
>
>
> I don't think there's anything built in, but it's easy to write your own:

I think there was function mtx.exp() in the Malmig package, but it  
seems that this package has been withdrawn from CRAN. An old version  
appears to exist in:

http://r.meteo.uni.wroc.pl/src/contrib/Descriptions/Malmig.html

Best,
Dimitris


> "%^%" <- function(mat, pow) {
>    stopifnot(length(pow) == 1, all.equal(pow, round(pow)), nrow(mat) ==
> ncol(mat))
>    pow <- round(pow)
>    if (pow < 0) {
>      mat <- solve(mat)
>      pow <- abs(pow)
>    }
>    result <- diag(nrow(mat))
>    while (pow > 0) {
>      result <- result %*% mat
>      pow <- pow - 1
>    }
>    result
> }
>
> Now P %^% 3 will give you the matrix cube.
>
> Duncan Murdoch
>
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