[R] A function for raising a matrix to a power?

[Paul Gilbert]

You might try this, from 9/22/2006 with subject line Exponentiate a matrix:

I am getting a bit rusty on some of these things, but I seem to recall 
that there is a numerical advantage (speed and/or accuracy?) to 
diagonalizing:

 > expM <- function(X,e) { v <- La.svd(X); v$u %*% diag(v$d^e) %*% v$vt }

 > P <- matrix(c(.3,.7, .7, .3), ncol=2)
 > P %*% P %*% P
      [,1]  [,2]
[1,] 0.468 0.532
[2,] 0.532 0.468
 > expM(P,3)
      [,1]  [,2]
[1,] 0.468 0.532
[2,] 0.532 0.468

I think this also works for non-integer, negative, large, and complex 
exponents:

 > expM(P, 1.5)
          [,1]      [,2]
[1,] 0.3735089 0.6264911
[2,] 0.6264911 0.3735089
 > expM(P, 1000)
     [,1] [,2]
[1,]  0.5  0.5
[2,]  0.5  0.5
 > expM(P, -3)
        [,1]    [,2]
[1,] -7.3125  8.3125
[2,]  8.3125 -7.3125
 > expM(P, 3+.5i)
                  [,1]              [,2]
[1,] 0.4713+0.0141531i 0.5287-0.0141531i
[2,] 0.5287-0.0141531i 0.4713+0.0141531i
 >

Paul Gilbert

Doran, Harold wrote:

 > Suppose I have a square matrix P
 >
 > P <- matrix(c(.3,.7, .7, .3), ncol=2)
 >
 > I know that
 >
 >
 >> P * P
 >
 > Returns the element by element product, whereas
 >
 >
 >
 >> P%*%P
 >>
 >
 > Returns the matrix product.
 >
 > Now, P2 also returns the element by element product. But, is there a
 > slick way to write
 >
 > P %*% P %*% P
 >
 > Obviously, P3 does not return the result I expect.
 >
 > Thanks,
 > Harold
 >


Atte Tenkanen wrote:
> Hi,
> 
> Is there a function for raising a matrix to a power? For example if you like to compute A%*%A%*%A, is there an abbreviation similar to A^3?
> 
> Atte Tenkanen
> 
>> A=rbind(c(1,1),c(-1,-2))
>> A
>      [,1] [,2]
> [1,]    1    1
> [2,]   -1   -2
>> A^3
>      [,1] [,2]
> [1,]    1    1
> [2,]   -1   -8
> 
> But:
> 
>> A%*%A%*%A
>      [,1] [,2]
> [1,]    1    2
> [2,]   -2   -5
> 
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