[R] matrix exponential: M^0
Peter Dalgaard
p.dalgaard at biostat.ku.dk
Wed Jan 21 19:08:38 CET 2004
Martyn Plummer <plummer at iarc.fr> writes:
> Calculating the matrix exponential is harder than it looks (I'm sure
> Peter knows this). In fact there is a classic paper by Moler and Van
> Loan from the 1970s called "Nineteen dubious ways to calculate the
> exponential of a matrix", which they updated last year in SIAM.
Right (magnificent paper by the way), although I actually hadn't heard
about the update. As I remember it, Octave implements what
Moler+v.Loan ends up suggesting in the 1978 paper.
--
O__ ---- Peter Dalgaard Blegdamsvej 3
c/ /'_ --- Dept. of Biostatistics 2200 Cph. N
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
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