Spencer Graves <[EMAIL PROTECTED]> writes: > That sounds like what the default method of "mexp" does, though > I haven't checked it to be sure. That works fine if the eigenvalue > part of the Jordan canonical form is diagonal. That does not hold for > your examples. However, the theorem I mentioned from one of Bellman's > books says that any matrix can be approximated arbitrarily closely > with another matrix with unique eigenvalues, for which the default > method of "mexp" seems to work. For more, see the classic paper by > Moler and van Loan that Doug mentioned on "Nineteen Dubious Ways to > Calculate the Matrix Exponential". hope this helps. spencer > graves
An old item on my TODO list is to lift the version of mexp in Octave into R. As far as I know, that one is just about as robust as they come. Unfortunately, it is in C++. BTW, there's a "Son of 19Dubious" paper, celebrating its 25th anniversary. I forget its exact coordinates, except that it is from 1978 + 25 = 2003... Someone mentioned it last time the topic came up. -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
