[R] implementation of matrix logarithm (inverse of matrix exponential)

[Charles C. Berry]

On Sat, 26 Sep 2009, Gabor Grothendieck wrote:

> OK. Try this:
>
>> library(Matrix)
>> M <- matrix(c(2, 1, 1, 2), 2); M
>     [,1] [,2]
> [1,]    2    1
> [2,]    1    2
>

Right. expm( M ) is diagonalizable.

But for

M <- matrix( c(0,1,0,0), 2 )

you get the wrong result.

Maybe I should have added that I do not see the machinery in R for dealing 
with Jordan blocks.

HTH,

Chuck



>> # log of expm(M) is original matrix M
>> with(eigen(expm(M)), vectors %*% diag(log(values)) %*% t(vectors))
>     [,1] [,2]
> [1,]    2    1
> [2,]    1    2
>
>
> On Sat, Sep 26, 2009 at 6:24 PM, Charles C. Berry <cberry at tajo.ucsd.edu> wrote:
>> On Sat, 26 Sep 2009, Gabor Grothendieck wrote:
>>
>>> Try:
>>>
>>> expm( - M)
>>
>> Mimosa probably meant say 'the inverse function'.
>>
>> I do not see one in R.
>>
>> Chuck
>>
>>>
>>> On Sat, Sep 26, 2009 at 5:06 PM, Mimosa Zeus <mimosa1879 at yahoo.fr> wrote:
>>>>
>>>> Dear R users,
>>>>
>>>> Does anyone has implemented the inverse of the matrix exponential (expm
>>>> in the package Matrix)?
>>>>
>>>> In Matlab, there're logm and expm, there's only expm in R.
>>>> Cheers
>>>> Mimosa
>>>>
>>>>
>>>>
>>>>        [[alternative HTML version deleted]]
>>>>
>>>>
>>>> ______________________________________________
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>>>
>>> ______________________________________________
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>>>
>>
>> Charles C. Berry                            (858) 534-2098
>>                                            Dept of Family/Preventive
>> Medicine
>> E mailto:cberry at tajo.ucsd.edu               UC San Diego
>> http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901
>>
>>
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

Charles C. Berry                            (858) 534-2098
                                             Dept of Family/Preventive Medicine
E mailto:cberry at tajo.ucsd.edu	            UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901