[R] exponential of a matrix

[seanpor]

Good morning,

Try expm() in the Matrix package by Douglas Bates and Martin Maechler
http://www.stats.bris.ac.uk/R/web/packages/Matrix/index.html

Note that there is a revised version of that paper, refer:
Cleve Moler and Charles Van Loan (2003) Nineteen dubious ways to compute the
exponential of a matrix, twenty-five years later. SIAM Review 45, 1, 3–49.

Regards,
Sean O'Riordain
seanpor at acm.org


Peter Dalgaard wrote:
> 
> Terry Therneau wrote:
>>  Is the matrix exponential available in some package?
> 
> Multiple. At least Matrix and msm. One of Jim Lindsey's too, but I think 
> that's one of the more dubious ones.
> 
>>  The cannonical reference is "Nineteen dubious ways to take the
>> exponential of a matrix".  (Love that title)
> 
> Yes, it's a classic. As I recall it, the paper misses one point, though: 
> You often want a fast way of computing exp(tQ) (or exp(tQ)%*%v or 
> u%*%exp(tQ)) for multiple values of t, and it is mainly about finding 
> exp(Q) as accurately as possible.
> 
>> 	Terry T.
>> 
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> 
> 
> -- 
>     O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
>    c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
>   (*) \(*) -- University of Copenhagen   Denmark      Ph:  (+45) 35327918
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> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
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> 
> 

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