Often one uses matrix logarithms on symmetric positive definite matrices so the assumption of being symmetric is sufficient in many cases.
On Sat, Sep 26, 2009 at 7:28 PM, Charles C. Berry <cbe...@tajo.ucsd.edu> wrote: > 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 <cbe...@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 <mimosa1...@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]] >>>>> >>>>> >>>>> ______________________________________________ >>>>> R-help@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. >>>>> >>>>> >>>> >>>> ______________________________________________ >>>> R-help@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:cbe...@tajo.ucsd.edu UC San Diego >>> http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego >>> 92093-0901 >>> >>> >> >> ______________________________________________ >> R-help@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:cbe...@tajo.ucsd.edu UC San Diego > http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901 > > ______________________________________________ R-help@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.