Description Details Author(s) References See Also
R-interface to the Fortran package Expokit for matrix exponentiation.
Package: | expoRkit |
Type: | Package |
Version: | 0.9.3 |
Date: | 2018-11-08 |
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.
Roger B. Sidje roger.b.sidje@ua.edu, Niels Richard Hansen Niels.R.Hansen@math.ku.dk.
Sidje, R. B. (1998) Expokit. Software Package for Computing Matrix Exponentials. ACM Trans. Math. Softw. 24(1), 130-156.
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