> "DB" == Douglas Bates
> on Sun, 27 Sep 2009 17:25:39 -0500 writes:
DB> There is a logm function in the expm package in the expm project on
DB> R-forge. See http://expm.R-forge.R-project.org/
DB> Martin was the person who added that function so I will defer to his
D
On Sun, 27 Sep 2009, Douglas Bates wrote:
There is a logm function in the expm package in the expm project on
R-forge. See http://expm.R-forge.R-project.org/
Martin was the person who added that function so I will defer to his
explanations of what it does. I know he has been traveling and it
There is a logm function in the expm package in the expm project on
R-forge. See http://expm.R-forge.R-project.org/
Martin was the person who added that function so I will defer to his
explanations of what it does. I know he has been traveling and it may
be a day or two before he can get to this
On Sat, 26 Sep 2009, spencerg wrote:
Sylvester's formula (http://en.wikipedia.org/wiki/Sylvester%27s_formula)
applies to a square matrix A = S L solve(S), where L = a diagonal matrix and
S = matrix of eigenvectors. Let "f" be an analytic function [for which f(A)
is well defined]. Then f(
Sylvester's formula (http://en.wikipedia.org/wiki/Sylvester%27s_formula)
applies to a square matrix A = S L solve(S), where L = a diagonal matrix and S =
matrix of eigenvectors. Let "f" be an analytic function [for which f(A) is well
defined]. Then f(A) = S f(L) solve(S).
We can
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 wrote:
> On Sat, 26 Sep 2009, Gabor Grothendieck wrote:
>
>> OK. Try this:
>>
>>> library(Matrix)
>>> M <- m
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,]21
[2,]12
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
OK. Try this:
> library(Matrix)
> M <- matrix(c(2, 1, 1, 2), 2); M
[,1] [,2]
[1,]21
[2,]12
> # log of expm(M) is original matrix M
> with(eigen(expm(M)), vectors %*% diag(log(values)) %*% t(vectors))
[,1] [,2]
[1,]21
[2,]12
On Sat, Sep 26, 2009 at 6:24
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 wrote:
Dear R users,
Does anyone has implemented the inverse of the matrix exponential (expm in th
Try:
expm( - M)
On Sat, Sep 26, 2009 at 5:06 PM, Mimosa Zeus 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
10 matches
Mail list logo
