Gabor Grothendieck <[EMAIL PROTECTED]> writes: > Its expm.
Doh. I had even looked up its help page... > > 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. As far as I remember, that's because rmutil is using one of the more dubious methods, namely eigendecomposition. It breaks down if there are eigenvalues with multiplicity greater than 1, which does happen (systematically) in some statistical models. > > 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 > > > -- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ 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
