expm {rexpokit} | R Documentation |
Simple Interface
Description
A simple interface for matrix exponentiation, similar to that found in the Matrix package.
Usage
expm(x, t=1)
Arguments
x |
A square matrix. |
t |
Time value; see details section below. Default value is 1. |
Details
This routine computes exp(t*x), where t
in a single numeric value,
and x is a square matrix and exp refers to the matrix exponential.
Formally, the matrix exponential is given by the power series:
where the powers on the matrix correspond to matrix-matrix multiplications.
expm()
directly computes the matrix exponential of a dense
matrix. The implementation uses an order 6 Pade' approximation with a
scaling-and-squaring technique.
Value
The matrix exponential.
Author(s)
Drew Schmidt schmidt@math.utk.edu
References
Sidje RB (1998). "Expokit. A Software Package for Computing Matrix Exponentials." _ACM Trans. Math. Softw._, *24*(1), pp. 130-156. <URL: http://dx.doi.org/10.1145/285861.285868>, <URL: https://dl.acm.org/doi/10.1145/285861.285868>.
Examples
# Example use:
x <- matrix(1:25, nrow=5)/100
expm(x)