expoRkit: Expokit in R

Description Details Author(s) References See Also

Description

R-interface to the Fortran package Expokit for matrix exponentiation.

Details

Package: expoRkit
Type: Package
Version: 0.9
Date: 2012-10-08
License: GPL (>= 2)
LazyLoad: yes

Expokit is an efficient Fortran implementation for computing the matrix exponential, or rather, its action on a vector, for large sparse matrices. This can also be understood as computing the solution of a system of linear ordinary first order differential equations. This package provides an R-interface to some of the Fortran subroutines from Expokit.

The Fortran package was developed by Roger B. Sidje, see http://www.maths.uq.edu.au/expokit/. Niels Richard Hansen adapted the package for use with R and wrote the R interface. Permission to distribute the Expokit source under GPL was obtained from Roger B. Sidje.

Author(s)

Roger B. Sidje [email protected], Niels Richard Hansen [email protected].

References

Sidje, R. B. (1998) Expokit. Software Package for Computing Matrix Exponentials. ACM Trans. Math. Softw. 24(1), 130-156.

See Also

expv


expoRkit documentation built on May 29, 2017, 7:19 p.m.