[R] exponential of a matrix

[Martin Maechler]

>>>>> "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:
    DW> http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic/firth/software/mexp

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
ago).

Martin Maechler


    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.