[R] exponential of a matrix
maechler at stat.math.ethz.ch
Fri Nov 14 18:05:54 CET 2008
>>>>> "DW" == David Winsemius <dwinsemius at comcast.net>
>>>>> on Tue, 11 Nov 2008 17:52:18 -0500 writes:
DW> In 2004 Martyn Plummer said that functionality was
DW> available in packages msm (as MatrixExp) and Lindsey's
DW> rmutils (as mexp)
Well, thses two use one of the very dubious ways mentioned below.
DW> David Firth also offered:
yes, and that method (and a slight variation of it which uses
LAPACK code) is also part of the 'expm' package on R-forge which
I mentioned in my other reply in this thread (a few minutes
DW> -- David Winsemius
DW> 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.
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