Message-ID: <430404B7.903@pdf.com>
Date: 2005-08-18T03:47:03Z
From: Spencer Graves
Subject: power of a matrix
In-Reply-To: <x2br3wg2mw.fsf@turmalin.kubism.ku.dk>
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).
>
--
Spencer Graves, PhD
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