[R] power of a matrix

Rau, Roland Rau at demogr.mpg.de
Wed Aug 17 14:14:48 CEST 2005


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.

Best,
Roland



> -----Original Message-----
> From: Dimitris Rizopoulos 
> [mailto:dimitris.rizopoulos at med.kuleuven.be] 
> Sent: Wednesday, August 17, 2005 1:38 PM
> To: Rau, Roland
> Cc: r-help at stat.math.ethz.ch
> Subject: Re: [R] power of a matrix
> 
> 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}}
> >
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
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> > PLEASE do read the posting guide! 
> > http://www.R-project.org/posting-guide.html
> > 
> 
> 


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