padm: Pade approximation of dense matrix exponential.
In expoRkit: Expokit in R
Description
Usage
Arguments
Details
Value
Author(s)
References
See Also
Description
R wrapper of the Expokit subroutines __PADM for dense matrix
exponentiation via the Pade approximation.
Usage
1
Arguments
x
numeric or complex matrix.
t
time. Default 1.
order
integer, the order of the Pade
approximation. The default (6) is usually enough.
Details
The underlying Fortran routines compute the matrix exponential
using a combination of scaling and squaring and the irreducible
rational Pade approximation.
Value
The matrix exponential, exp(tx), as a
numeric or complex matrix.
Author(s)
Niels Richard Hansen Niels.R.Hansen@math.ku.dk
References
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.
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Description Usage Arguments Details Value Author(s) References See Also
Description
R wrapper of the Expokit subroutines __PADM for dense matrix exponentiation via the Pade approximation.
Usage
1 |
Arguments
x |
|
t |
time. Default 1. |
order |
|
Details
The underlying Fortran routines compute the matrix exponential using a combination of scaling and squaring and the irreducible rational Pade approximation.
Value
The matrix exponential, exp(tx), as a
numeric or complex matrix.
Author(s)
Niels Richard Hansen Niels.R.Hansen@math.ku.dk
References
Sidje, R. B. (1998) Expokit. Software Package for Computing Matrix Exponentials. ACM Trans. Math. Softw. 24(1), 130-156.
See Also
R Package Documentation
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