Is the matrix exponential available in some package? The cannonical reference is "Nineteen dubious ways to take the exponential of a matrix". (Love that title) Terry T.
Terry Therneau wrote:> Is the matrix exponential available in some package?Multiple. At least Matrix and msm. One of Jim Lindsey's too, but I think that's one of the more dubious ones.> The cannonical reference is "Nineteen dubious ways to take the exponential of a matrix". (Love that title)Yes, it's a classic. As I recall it, the paper misses one point, though: You often want a fast way of computing exp(tQ) (or exp(tQ)%*%v or u%*%exp(tQ)) for multiple values of t, and it is mainly about finding exp(Q) as accurately as possible.> Terry T. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- O__ ---- Peter Dalgaard ?ster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
In 2004 Martyn Plummer said that functionality was available in packages msm (as MatrixExp) and Lindsey's rmutils (as mexp) David Firth also offered: http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic/firth/software/mexp -- David Winsemius On Nov 11, 2008, at 5:20 PM, Terry Therneau wrote:> Is the matrix exponential available in some package? > > The cannonical reference is "Nineteen dubious ways to take the > exponential of a matrix". (Love that title) > > Terry T.
Le mar. 11 nov. ? 17:20, Terry Therneau a ?crit :> > Is the matrix exponential available in some package?You may also have a look at the expm package for a very straightforward operator: http://r-forge.r-project.org/projects/expm/ Disclaimer: although entirely usable, the package is still considered in development. YMMV Best Vincent> > > The cannonical reference is "Nineteen dubious ways to take the > exponential of a matrix". (Love that title) > > Terry T. > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.