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" <[EMAIL PROTECTED]> 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 Senior Development Engineer PDF Solutions, Inc. 333 West San Carlos Street Suite 700 San Jose, CA 95110, USA [EMAIL PROTECTED] www.pdf.com <http://www.pdf.com> Tel: 408-938-4420 Fax: 408-280-7915 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html