Hello,
Thanks for many replys. I tested all the functions presented.
I'm a beginner in linear algebra, but now I have a serious question ;-)
Here is a matrix A, which determinant is 3, so it is nonsingular.
Then there are similar computer runs done with each function proposed.
I have
Atte,
Your matrix A is not symmetric, that is why exponentiation using spectral
decomposition, expM.sd, does not give you the correct answer.
Convert A to a symmetric matrix:
A - (A + t(A))/2
then the results will all match.
Ravi.
Ravi Varadhan wrote:
Paul,
Your solution based on SVD does not work
Ooops. I really am getting rusty. The idea is based on eigenvalues
which, of course, are not always the same as singular values.
Paul
even for the matrix in your example
(the reason it worked for e=3, was that it is an
At 15:48 06/05/2007, Ron E. VanNimwegen wrote:
Hi,
Is there a function for raising a matrix to a power? For example if
you like to compute A%*%A%*%A, is there an abbreviation similar to A3?
Atte Tenkanen
I may be revealing my ignorance here, but is MatrixExp in the msm
package (available
Michael Dewey wrote:
I may be revealing my ignorance here, but is MatrixExp in the msm
package (available from CRAN) not relevant here?
Never heard about it. Searching with help.search(matrix) didn't
show any function that might be used as Matrix^n.
Alberto Monteiro
On Mon, 7 May 2007, Alberto Vieira Ferreira Monteiro wrote:
Michael Dewey wrote:
I may be revealing my ignorance here, but is MatrixExp in the msm
package (available from CRAN) not relevant here?
Never heard about it. Searching with help.search(matrix) didn't
show any function that might
You might try this, from 9/22/2006 with subject line Exponentiate a matrix:
I am getting a bit rusty on some of these things, but I seem to recall
that there is a numerical advantage (speed and/or accuracy?) to
diagonalizing:
expM - function(X,e) { v - La.svd(X); v$u %*% diag(v$d^e) %*% v$vt
Paul,
Your solution based on SVD does not work even for the matrix in your example
(the reason it worked for e=3, was that it is an odd power and since P is a
permutation matrix. It will also work for all odd powers, but not for even
powers).
However, a spectral decomposition will work for
Paul Gilbert wrote:
I am getting a bit rusty on some of these things, but I seem to recall
that there is a numerical advantage (speed and/or accuracy?) to
diagonalizing: (...)
I think this also works for non-integer, negative, large, and complex
This is diverging into mathematics, maybe
Hi,
Is there a function for raising a matrix to a power? For example if you like to
compute A%*%A%*%A, is there an abbreviation similar to A^3?
Atte Tenkanen
A=rbind(c(1,1),c(-1,-2))
A
[,1] [,2]
[1,]11
[2,] -1 -2
A^3
[,1] [,2]
[1,]11
[2,] -1 -8
But:
[Apologies: This will probably break the thread, but at the moment
I cannot receive mail since my remote mail-server is down, and so
am responding to the message as found on the R-help archives;
hence this is not a Reply]
From:
Atte Tenkanen attenka at utu.fi
Sun May 6 11:07:07 CEST 2007
Is
Hi,
Is there a function for raising a matrix to a power? For example if
you like to compute A%*%A%*%A, is there an abbreviation similar to A3?
Atte Tenkanen
Hi Atte,
I was looking for a similar operator, because R uses scalar products
when raising a matrix to a power with ^. There
Here is a recursive version of the same function:
%^% - function(A, n) if(n == 1) A else A %*% (A %^% (n-1))
a - matrix(1:4, 2)
a %^% 1
[,1] [,2]
[1,]13
[2,]24
a %^% 2
[,1] [,2]
[1,]7 15
[2,] 10 22
a %^% 3
[,1] [,2]
[1,] 37 81
[2,] 54 118
See mtx.exp in the Malmig package which is more
efficient than a simple recurvsive routine or alternatively,
%^% in Lindsey's rmutil package
HTH
ken
Hi,
Is there a function for raising a matrix to a power? For example if
you like to compute A%*%A%*%A, is there an
Ron E. VanNimwegen wrote:
I was looking for a similar operator, because R uses scalar products
when raising a matrix to a power with ^. There might be something
more elegant, but this little loop function will do what you need for a
matrix mat raised to a power pow:
mp - function(mat,pow){
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