[R] better way to iterate matrix multiplication?

Ben Bolker bbolker at gmail.com
Tue Feb 1 17:16:10 CET 2011


Eik Vettorazzi <E.Vettorazzi <at> uke.uni-hamburg.de> writes:

> 
> if you have a homogeneous mc (= a constant transition matrix), your
> state at time 10 is given by (chapman-kolmogorov)
> p10=p0 %*% tm^(10)
> so you need a matrix power function.

  There are matrix exponential functions in the Matrix and expm
packages ... don't know about their speed



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