[R] power of a matrix

Dimitris Rizopoulos dimitris.rizopoulos at med.kuleuven.be
Wed Aug 17 13:38:16 CEST 2005


look at function ?mtx.exp() in the Malmig package, e.g.,

A <- matrix(c(0,1,5, 0.3,0,0, 0,0.5,0), ncol=3, byrow=TRUE)
n.zero <- c(1,0,0)
##################
library(Malmig)

all.equal(A %*% (A %*% n.zero), mtx.exp(A, 2) %*% n.zero)
all.equal(A %*% (A %*% (A %*% n.zero)), mtx.exp(A, 3) %*% n.zero)

mtx.exp(A, 15) %*% n.zero


I hope it helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm


----- Original Message ----- 
From: "Rau, Roland" <Rau at demogr.mpg.de>
To: "R-Help" <r-help at stat.math.ethz.ch>
Sent: Wednesday, August 17, 2005 12:15 PM
Subject: [R] power of a matrix


> Dear all,
>
> I have a population with three age-classes, at time t=0 the 
> population
> is:
> n.zero <- c(1,0,0)
> I have a transition matrix A which denotes "fertility" and 
> "survival":
>
> A <- matrix(c(0,1,5, 0.3,0,0, 0,0.5,0), ncol=3, byrow=TRUE)
>
> To obtain the population at t=1, I calculate:
> A %*% n.zero
>
> To obtain the population t=2, I calculate:
> A %*% (A %*% n.zero)
>
> ... and so on ...
>
> I thought now to obtain the population at time x, I should simply 
> do:
> A^x %*% n.zero
>
> But this, of course, does not work since the following two 
> statements
> are not equivalent for matrices:
> A %*% A
> A * A
>
> Is there something like a "powermatrix"-function?
>
> Thanks,
> Roland
>
> P.S. The example is taken from:
> Example 3.1 ("A linear, time-invariant model") from Keyfitz/Caswell:
> "Applied Mathematical Demography", 3rd Edition, 2005, p. 52f
>
>
> +++++
> This mail has been sent through the MPI for Demographic 
> Rese...{{dropped}}
>
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