[R] How do I write a sum of matrixes??

[Vincent Goulet]

Le mar. 06 mai à 14:23, Alberto Monteiro a écrit :

>> 3) Bill Venables offered this about a week ago in this list:
>> --------------
>> This is probably as good a way as any way for this kind of problem.
>> First define a binary operator:
>>
>>> "%^%" <- function(x, n)
>>        with(eigen(x), vectors %*% (values^n * t(vectors)))
>>
> This example only works for _diagonalizable_ matrices. It
> crashes, for example, in cases like:
>
> m <-  rbind(c(1,1,0), c(0,1,1), c(0,0,1))
> m %^% 2
> m %*% m

Then the %^% operator defined in package expm [1] will work for any  
kind of (square) matrix. The actual work is done in C, so it is pretty  
fast.

[1] On R-Forge: http://r-forge.r-project.org/projects/expm/

---
   Vincent Goulet, Associate Professor
   École d'actuariat
   Université Laval, Québec
   Vincent.Goulet at act.ulaval.ca   http://vgoulet.act.ulaval.ca