power of a matrix
Hi, Peter:
I couldn't find "mexp" in the Matrix package, but I did find it in
fMultivar and in Lindsey's rmutil. These are different functions, but
produced essentially the same answer for mexp(array(1:4, dim=c(2,2))).
While hunting for that, I also also found reference by Doug Bates in a
previous interchange on r-help to "a classic paper ... I would recommend
reading":
Moler C., van Loan C., (2003); _Nineteen dubious ways to compute
the exponential of a matrix, twenty-five years later_, SIAM
Review 45, 3-49.
This paper was cited in the help page for mexp in fMultivar but not
in rmutil.
spencer graves
Peter Dalgaard wrote:
"Rau, Roland" <Rau at demogr.mpg.de> writes:
Thank you very much! Thanks also to the authors of this function, Vincente Canto Cassola and Martin Maechler! This is exactly what I hoped for.
....
look at function ?mtx.exp() in the Malmig package, e.g.,
Also, there is mexp() in the Matrix package. I'm not sure about the relative merits. mexp() is one of the less dubious implementations of matrix exponentials, but it does require to and from class "Matrix". mtx.exp is a bit unfortunately named as it appears to calculate matrix *powers* (which in this case is what you need).
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