Its expm.
On 8/17/05, Spencer Graves <[EMAIL PROTECTED]> wrote: > 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 > ______________________________________________ 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