mexp {rmutil}

Matrix Exponentiation

Description

mexp calculates exp(t*x) for the square matrix, x, by spectral decomposition or series expansion.

Usage

mexp(x, t=1, type="spectral decomposition", n=20, k=3)

Arguments

x

A square matrix.

t

Constant multiplying the matrix.

type

Algorithm used: spectral decomposition or series approximation.

n

Number of terms in the series expansion.

k

Constant divisor to avoid over- or underflow (series approximation only).

Value

mexp returns the exponential of a matrix.

Author(s)

J.K. Lindsey

Examples

x <- matrix(c(1,2,3,4),nrow=2)
mexp(x)