expoRkit: Expokit in R

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.

See Also


expoRkit documentation built on July 4, 2019, 1:02 a.m.