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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