Matrix Exponentiation
Usage
mexp(x, t=1, type="spectral decomposition", n=20, k=3)
Arguments
x
|
A square matrix.
|
t
|
Constant multiplying the matrix.
|
type
|
Algorithm used: spectral decomposition or series approximation.
|
n
|
Number of terms in the series expansion.
|
k
|
Constant divisor to avoid over- or underflow (series
approximation only).
|
Value
mexp
calculates exp(t*x)
for the square matrix, x
, by
spectral decomposition or series expansion.Author(s)
J.K. LindseyExamples
x <- matrix(c(1,2,3,4),nrow=2)
mexp(x)