Hi, Gabor: Thanks. spencer graves Gabor Grothendieck wrote:
> Its expm. > > > 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. >> >> 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 >> >>______________________________________________ >>[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 > >> -- 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 ______________________________________________ [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
