What do you mean "solve"? Do you want to solve for "t" in f(t) = A*exp(B*t), where A and B are given square matrices? Is "t" a scalar or also a square matrix or something else, and does "*" refer to element-wise multiplication (as in R) or matrix multiplication (written "%*%" in R)?

Suppose we want to solve

F = A %*% exp(B%*%t)

where A, B, and F are given square matrices. I might approach it as follows:

Ainv.F <- solve(A, F) # compute inverse(A)%*%F

AiF.eig <- eigen(Ainv.F)

#  Then check to make sure there are no repeated eigenvalues,
#  or if there are that a Jordon canonical form is still diagonal.
#  This will give Ainv.F in a form
#        Evec %*% diag(Lam) %*% inverse(Evec)
#  The natural log of this is just
#        Evec %*% diag(log(Lam)) %*% inverse(Evec)

From this point, you can solve for "t"

Does this help?
Sorry this is a bit cryptic, but I don't have time to write and debug code for this myself right now.


Hope this helps,
Spencer Graves

[EMAIL PROTECTED] wrote:
Hello,

Does somebody knows if there exists a function which solves a set of
equation, say f(vars),
for the variables vars (similar to Solve in mathematica).
The functions I am considering are of the form f(t) ~ A*exp(B*t), where
A and B are matrices.

Thanks Thomas

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