search for: matrixexp

Hi, Any help on this would be appreciated: I need to integrate where K is a 4x4 matrix, and SIGMA is a 4x4 matrix from say a to b, i.e. 0 to 5: integral MatrixExp(-K * s) %*% SIGMA %*% t(SIGMA) %*% MatrixExp(t(-K) s) ds t is tranpose , %*% : matrix mult , MatrixExp : matrix exponential I've use integrate before on univariate functions like f(x) = x^2 which is fine but when doing this on a matrix I run into problems. All I intuitively need to do is do t...

Hello, I was curious if there was a complex valued matrix exponential function available for R? I have some Laplace transforms of occupation times for a hidden Markov model. The matrix exponential function in the msm package does not seem to handle complex values. For example > MatrixExp(diag(1i,2)) [,1] [,2] [1,] 1 0 [2,] 0 1 Warning message: imaginary parts discarded in coercion Thanks in advance for your help, Andrew Royal University of Calgary

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.

...errors ... OK * checking R files for library.dynam ... OK * checking S3 generic/method consistency ... OK * checking replacement functions ... OK * checking foreign function calls ... OK * checking Rd files ... OK * checking for missing documentation entries ... WARNING Undocumented code objects: MatrixExp absorbing.mspath coef.mspath crudeinits.mspath deltamethod ematrix.mspath expit expitsum expsum hazard.mspath lik.mspath logit mspath.check.consistency mspath.check.ematrix mspath.check.model mspath.check.qmatrix mspath.check.state mspath.check.times mspath.form.output mspath.process.covs m...

> -----Original Message----- > From: Federico Calboli > Sent: Tuesday, January 20, 2004 5:40 PM > To: r-help > Subject: [R] matrix exponential: M^0 > > I would like to ask why the zeroeth power of a matrix gives me a matrix > of ones rather than the identity matrix: > > > D<-rbind(c(0,0,0),c(0,0,0),c(0,0,0)) > > D<-as.matrix(D) > > D >

Hello best helpers, I am a new user and I have been struggling for hours. So finally I decide to ask you: If I have a matrix P, and P.2 = P%*%P, and P.3=P.2%*%P is there a function to calculate the power of a matrix?? if not how can i do: for (i in 1:10) {P.i=P^i} after this I need to sum them up and my problem is to combine P and i to P.i can anyone help me please??? Thanks and have a nice

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,] 1 1 [2,] -1 -2 > A^3 [,1] [,2] [1,] 1 1 [2,] -1 -8 But: > A%*%A%*%A [,1] [,2] [1,] 1 2 [2,] -2 -5