expm | R Documentation |
Routines for matrix exponentiation.
expm(x, t = 1, p = 6)
## S4 method for signature 'matrix'
expm(x, t = 1, p = 6)
## S4 method for signature 'ddmatrix'
expm(x, t = 1, p = 6)
x |
A numeric matrix or a numeric distributed matrix. |
t |
Scaling parameter for x. |
p |
Order of the Pade' approximation. |
Formally, the exponential of a square matrix X
is a power series:
expm(X) = id + X/1! + X^2/2! + X^3/3! + \dots
where the powers on the matrix correspond to matrix-matrix multiplications.
expm()
directly computes the matrix exponential of a distributed,
dense matrix. The implementation uses Pade' approximations and a
scaling-and-squaring technique (see references).
Returns a distributed matrix.
"New Scaling and Squaring Algorithm for the Matrix Exponential" Awad H. Al-Mohy and Nicholas J. Higham, August 2009
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